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Abstract Background Cardiometabolic multi-morbidity (CMM) is emerging as a global healthcare challenge and a pressing public health concern worldwide. Previous studies have principally focused on identifying risk factors for individual cardiometabolic diseases, but reliable predictors of CMM have not been identified. In the present study, we aimed to characterize the relationship of triglyceride-glucose (TyG) index with the incidence of CMM. Methods We enrolled 7,970 participants from the China Health and Retirement Longitudinal Study (CHARLS) and placed them into groups according to quartile of TyG index. The endpoint of interest was CMM, defined as the presence of at least two of the following: stroke, heart disease, and diabetes mellitus. Cox regression models and multivariable-adjusted restricted cubic spline (RCS) curves were used to evaluate the relationship between TyG index and CMM. Results In total, 638 (8.01%) incident cases of CMM were recorded among the participants who did not have CMM at baseline (2011) during a median follow-up of 84 months (interquartile range, 20‒87 months). The incidences of CMM for the participants in quartiles (Q) 1–4 of TyG index were 4.22%, 6.12%, 8.78%, and 12.60%, respectively. A fully adjusted Cox model showed that TyG index was closely associated with the incidence of CMM: the hazard ratio (HR) [95% confidence interval (CI)] for each 1.0-unit increment in TyG index for CMM was 1.54 (1.29–1.84); and the HRs (95% CIs) for Q3 and Q4 (Q1 as reference) of the TyG index for CMM were 1.41 (1.05–1.90) and 1.61 (1.18–2.20), respectively. The association of TyG index with the incidence of CMM was present in almost all the subgroups, and persisted in the sensitivity analyses and additional analyses. Multivariable-adjusted RCS analysis revealed a significant dose-response relationship of TyG index with the risk of CMM (overall P |