AimThe aim of this study was to investigate the relationship between the haemoglobin glycation index (HGI), and cardiovascular disease (CVD) and all‐cause mortality in adults with pre‐diabetes and diabetes.MethodsThis study included 10 267 adults with pre‐diabetes and diabetes from the National Health and Nutrition Examination Survey (NHANES) 1999‐2018. Sex‐differentiated relationships between HGI and mortality were elucidated using multivariate Cox proportional hazards models, restricted cubic splines and a two‐piecewise Cox proportional hazards model.ResultsDuring the median follow‐up time of 103.5 months, a total of 535 CVD deaths and 1918 all‐cause deaths were recorded. After multivariate adjustment, in males with pre‐diabetes and diabetes, there was a U‐shaped relationship between HGI and CVD mortality and all‐cause mortality, with threshold points of −0.68 and −0.63, respectively. Before the threshold point, HGI was negatively associated with CVD mortality [hazard ratio (HR) 0.60; 95% confidence interval (CI) 0.41, 0.89] and all‐cause mortality (HR 0.56; 95% CI 0.43, 0.74), and after the threshold point, HGI was positively associated with CVD mortality (HR 1.46; 95% CI 1.23, 1.73) and all‐cause mortality (HR 1.40; 95% CI 1.23, 1.59). In contrast, HGI had an L‐shaped relationship with all‐cause mortality and no significant association with CVD mortality in females. To the left of the threshold points, the risk of all‐cause mortality decreased (HR 0.50; 95% CI 0.35, 0.71) progressively with increasing HGI.ConclusionsIn the cohort study, HGI in pre‐diabetic and diabetic populations was found to have a U‐shaped association with CVD mortality and all‐cause mortality in males and an L‐shaped association with all‐cause mortality only in females. Further prospective and mechanistic studies are warranted.