Percutaneous coronary intervention (PCI) addresses myocardial ischaemia, but a significant subset of patients encounter major adverse cardiovascular events (MACE) post‐treatment. This meta‐analysis investigated the relationship between the post‐PCI triglyceride‐glucose (TyG) index and MACE. Comprehensive searches of the Embase, PubMed, Cochrane Library, and Web of Science databases were conducted up to 3 March 2023, using relevant keywords. The effect size was determined based on I2 statistic using random‐effects models. Cluster‐robust standard errors crafted the dose–response curve, and the GRADE Evaluation Scale was employed to rate the quality of evidence. The group with the highest TyG index had significantly higher post‐PCI MACE rates than the lowest index group, with hazard ratios (HRs) of 2.04 (95% CI 1.65–2.52; I2 = 77%). Each unit increase in TyG index corresponded to HRs of 1.82 for MACE (95% CI 1.34–2.46; I2 = 92%), 2.57 for non‐fatal MI (95% CI 1.49–4.41; I2 = 63%), and 2.06 for revascularization (95% CI 1.23–3.50; I2 = 90%). A linear relationship between TyG index and MACE risk was established (R2 = 0.6114). For all‐cause mortality, the HR was 1.93 (95% CI 1.35–2.75; I2 = 50%), indicating a higher mortality risk with elevated TyG index. The GRADE assessment yielded high certainty for non‐fatal MI but low certainty for all‐cause mortality, revascularization, and MACE. The TyG index may predict risks of post‐PCI MACE, all‐cause mortality, non‐fatal MI, and revascularization, with varied levels of certainty. A potential linear association between the TyG index and MACE post‐PCI was identified. Future research should validate these findings.