BACKGROUND: We sought to examine sex-specific risks for incident cardiovascular disease (CVD) across the full glycaemic spectrum. METHODS: Using data from UK Biobank, we categorised participants' glycated haemoglobin (HbA1c) at baseline as low-normal (<35 mmol/mol), normal (35-41 mmol/mol), pre-diabetes (42-47 mmol/mol), undiagnosed diabetes (≥48 mmol/mol), or diagnosed diabetes. Our outcomes were coronary artery disease (CAD), atrial fibrillation, deep vein thrombosis (DVT), pulmonary embolism (PE), stroke, heart failure, and a composite outcome of any CVD. Cox regression estimated sex-specific associations between HbA1c and each outcome, sequentially adjusting for socio-demographic, lifestyle, and clinical characteristics. FINDINGS: Among 427,435 people, CVD rates were 16.9 and 9.1 events/1000 person-years for men and women, respectively. Both men and women with pre-diabetes, undiagnosed diabetes, and, more markedly, diagnosed diabetes were at higher risks of CVD than those with normal HbA1c, with relative increases more pronounced in women than men. Age-adjusted HRs for pre-diabetes and undiagnosed diabetes ranged from 1.30 to 1.47; HRs for diagnosed diabetes were 1.55 (1.49-1.61) in men and 2.00 (1.89-2.12) in women (p-interaction <0.0001). Excess risks attenuated and were more similar between men and women after adjusting for clinical and lifestyle factors particularly obesity and antihypertensive or statin use (fully adjusted HRs for diagnosed diabetes: 1.06 [1.02-1.11] and 1.17 [1.10-1.24], respectively). INTERPRETATION: Excess risks in men and women were largely explained by modifiable factors, and could be ameliorated by attention to weight reduction strategies and greater use of antihypertensive and statin medications. Addressing these risk factors could reduce sex disparities in risk of CVD among people with and without diabetes. FUNDING: Diabetes UK (#15/0005250) and British Heart Foundation (SP/16/6/32726).