This study aimed to evaluate the association between irrational beliefs and the 10-year cardiovascular disease (CVD) incidence among apparently healthy adults. The ATTICA study is a population-based, prospective cohort (2002–2012) consisting of 853 participants without evidence of CVD (453 men and 400 women) who underwent psychological evaluations. Participants completed the Irrational Beliefs Inventory (IBI, range 0–88), a self-reported measure consistent with the Ellis model of psychological disturbance. We conducted a factor analysis to develop irrational beliefs factors to evaluate the association between subcategories of irrational beliefs and CVD incidence. Demographic characteristics, detailed medical history, other psychological factors, and dietary and other lifestyle habits were also evaluated. The incidence of CVD was defined according to the International Coding Diseases (ICD)-10 criteria. The identified dominant irrational beliefs factor, “cognitive vulnerability to anxiety,” consisted of demandingness, perfectionism, emotional irresponsibility, anxious overconcern, dependence on others, and overconcern for the welfare of others, was strongly associated with an increased 10-year CVD risk. Nested multi-adjusted regression analysis revealed that anxiety, as well as negative physical well-being, mediated this relationship, and subset of irrational beliefs predicted CVD risk directly and indirectly through anxiety and negative physical well-being. These findings further map the path through which irrational beliefs can contribute to CVDs and provide insights in favor of preventive healthcare.