Lactate and glucose are widely used biochemical parameters in current predictive risk scores for cardiogenic shock. Data regarding the relationship between lactate and glucose levels in cardiogenic shock are limited. Thus, we aimed to analyze glucose and lactate as early markers for in-hospital mortality in cardiogenic shock. In this retrospective cohort study, 312 patients presenting with cardiogenic shock to a tertiary-care hospital between 2016 and 2018 were included. Apparent cardiogenic shock was defined as hypoperfusion with hemodynamic compromise and biochemical marker increase due to diminished tissue perfusion, corresponding to SCAI shock stages. In-hospital mortality was assessed as the primary endpoint. The median age of the study population was 71 (60–79) years and the etiology of cardiogenic shock was acute myocardial infarction in 45.8%. Overall in-hospital mortality was 67.6%. In the receiver operating curve analysis, the area under the receiver-operating curve (AUC) for prediction of in-hospital mortality was higher for lactate (AUC: 0.757) than for glucose (AUC: 0.652). Both values were significantly associated with outcome (groups created with best cutoff values obtained from the Youden index). Correlation analysis showed a significant non-linear association of both values. In a multivariable stepwise Cox regression analysis, lactate remained an independent predictor for in-hospital mortality, whilst glucose, despite being implicated in energy metabolism, was not independently predictive for mortality. Together, these data suggest that lactate at admission is superior for mortality prediction in patients with apparent cardiogenic shock. Glucose was not independently predictive for mortality.