Alcohol consumption has been shown to have complex, and sometimes paradoxical, associations with cardiovascular diseases (CVDs). Several hundred epidemiological studies on this topic have been published in recent decades. In this narrative review, the epidemiological evidence will be examined for the associations between alcohol consumption, including average alcohol consumption, drinking patterns, and alcohol use disorders, and CVDs, including ischaemic heart disease, stroke, hypertension, atrial fibrillation, cardiomyopathy, and heart failure. Methodological shortcomings, such as exposure classification and measurement, reference groups, and confounding variables (measured or unmeasured) are discussed. Based on systematic reviews and meta-analyses, the evidence seems to indicate non-linear relationships with many CVDs. Large-scale longitudinal epidemiological studies with multiple detailed exposure and outcome measurements, and the extensive assessment of genetic and confounding variables, are necessary to elucidate these associations further. Conflicting associations depending on the exposure measurement and CVD outcome are hard to reconcile, and make clinical and public health recommendations difficult. Furthermore, the impact of alcohol on other health outcomes needs to be taken into account. For people who drink alcohol, the less alcohol consumed the better.