OBJECTIVE Diabetes has shown to be a stronger risk factor for myocardial infarction (MI) in women than men. Whether sex differences exist across the glycemic spectrum is unknown. We investigated sex differences in the associations of diabetes status and glycated hemoglobin (HbA1c) with the risk of MI. RESEARCH DESIGN AND METHODS Data were used from 471,399 (56% women) individuals without cardiovascular disease (CVD) included in the UK Biobank. Sex-specific incidence rates were calculated by diabetes status and across levels of HbA1c using Poisson regression. Cox proportional hazards analyses estimated sex-specific hazard ratios (HRs) and women-to-men ratios by diabetes status and HbA1c for MI during a mean follow-up of 9 years. RESULTS Women had lower incidence rates of MI than men, regardless of diabetes status or HbA1c level. Compared with individuals without diabetes, prediabetes, undiagnosed diabetes, and previously diagnosed diabetes were associated with an increased risk of MI in both sexes. Previously diagnosed diabetes was more strongly associated with MI in women (HR 2.33 [95% CI 1.96; 2.78]) than men (1.81 [1.63; 2.02]), with a women-to-men ratio of HRs of 1.29 (1.05; 1.58). Each 1% higher HbA1c, independent of diabetes status, was associated with an 18% greater risk of MI in both women and men. CONCLUSIONS Although the incidence of MI was higher in men than women, the presence of diabetes is associated with a greater excess relative risk of MI in women. However, each 1% higher HbA1c was associated with an 18% greater risk of MI in both women and men.