Background: There are limited data regarding the incidence and long-term impact of acute kidney injury (AKI) according to the KDIGO guidelines on the outcome in patients with myocardial infarction (MI) treated with percutaneous coronary intervention (PCI). The aim of the study was to evaluate the prevalence of AKI, as classified by the KDIGO criteria, and its association with long-term mortality. Methods: Data from 5,859 MI patients undergoing PCI at our institution were analyzed. We compared the group without and with AKI according to the KDIGO criteria in relation to long-term mortality. Results: AKI was documented in 499 (8.5%) patients. AKI stage 1 occurred in 6.2% of patients, AKI stage 2 in 0.9% of patients, and AKI stage 3 in 1.5% of patients. Patients with AKI had a higher long-term mortality (57.3 vs. 20.6%; p < 0.0001). The mortality was 50.3% in AKI stage 1, 56.9% in AKI stage 2, and 87.2% in AKI stage 3. The hazard ratios for all-cause mortality for AKI stages 1–3 were 1.77, 1.85, and 6.30 compared to patients with no AKI. Cardiogenic shock, bleeding, heart failure, age, renal dysfunction, diabetes, hyperlipidemia, ST-elevation MI, contrast volume/glomerular filtration ratio, P2Y12 receptor antagonists, and radial access were associated with the development of AKI. Conclusion: A slight increase in serum creatinine was associated with a progressive increase in long-term mortality in patients with AKI according to the KDIGO definition.