Primary medication non-adherence describes the situation when a first prescription for a new medication is never filled. Primary non-adherence is an important, yet understudied aspect of reduced effectiveness of pharmacotherapy. This review summarizes the frequency, impact, reasons, predictors, and interventions regarding primary non-adherence to cardiovascular/cardiometabolic drugs. The current literature reveals a high prevalence of primary non-adherence. The individual risk of primary non-adherence is determined on multiple factors, e.g., primary non-adherence of lipid-lowering drugs is higher compared to antihypertensive medications. However, the overall rate of primary non-adherence is > 10%. Additionally, this review identifies specific areas for research to better understand why patients forgo evidence-based beneficial pharmacotherapy and to explore targeted interventions. At the same time, measures to reduce primary non-adherence—once proven to be effective—may represent an important new opportunity to reduce cardiovascular diseases.