Since beta-2 microglobulin (B2M) is a surrogate marker for middle molecular weight uremic toxins and the major protein component in dialysis-related amyloidosis, it has been frequently studied in dialysis patients. It is not known, however, whether B2M has an impact in patients with chronic kidney disease (CKD) not yet on dialysis. Here we studied the relationship of plasma B2M levels to clinical and cardiovascular outcomes in 142 patients (mean age of 67 years) at different stages of CKD. B2M levels increased with CKD stage and thus were highest in hemodialysis patients. Baseline B2M levels were associated with vascular calcification but not with arterial stiffness or bone density. During a mean follow-up of 969 days, 44 patients died and 49 suffered a cardiovascular event. Higher B2M levels were independently associated with overall and cardiovascular mortality and cardiovascular events in the whole cohort and with cardiovascular events in the predialysis cohort. Moreover, B2M appeared to be a better predictor than well-established factors associated with outcomes in this population, such as estimated glomerular filtration rate ((eGFR), only for predialysis patients), inflammation biomarkers, and other factors included in a propensity score. Thus, we confirm the strong relationship between B2M levels and eGFR and confirm the power of B2M to predict overall and cardiovascular mortality and cardiovascular events in patients at different stages of CKD.