<i>Background:</i> Blood pressure (BP) measured outside the clinic correlates better with cardiovascular outcomes in patients with essential hypertension. To assess the role of out-of-clinic BP recordings in predicting cardiovascular events in patients with chronic kidney disease (CKD), a prospective cohort study was conducted in 217 veterans with CKD. <i>Methods:</i> BP was measured outside the clinic at home and by 24-hour ambulatory recordings, and in the clinic by ‘routine’ and standardized methods. Patients were followed over a median of 3.4 years to assess the combined end-point of total mortality, myocardial infarction or stroke. <i>Results:</i> Average (±SD) home BP was 147.0 ± 21.4/78.3 ± 11.6 mm Hg, 24-hour ambulatory BP 133.5 ± 16.6/73.1 ± 11.1 mm Hg and in-clinic BPs were 155.2 ± 25.6/84.7 ± 14.2 mm Hg by the standardized method, and 144.5 ± 24.2/75.4 ± 14.7 mm Hg by the ‘routine’ method. A 1 SD increase in systolic BP increased the hazard ratio (HR) of the composite end-point by 1.16 (95% CI 0.89–1.50) for routine BP, 1.57 (95% CI 1.19–2.09) for standardized BP, 1.66 (95% CI 1.27–2.17) for home BP, and 1.42 (95% CI 1.10–1.84) for 24-hour ambulatory BP recording. The HR of the composite end-point was only significant for hypertension defined by 24-hour ambulatory BP monitoring (HR 2.22 (95% CI 1.23–4.01)). Adjusted for the propensity scores, BP measured by the ambulatory technique was not an independent predictor of cardiovascular events. Non-dipping was associated with increased cardiovascular risk, but not when adjusted for other risk factors. <i>Conclusion:</i> Risk factors that differentiate hypertension or non-dipping appear to confer a cardiovascular risk in CKD.