Background: To evaluate if the positive effects recorded on glycaemic control with continuous subcutaneous insulin infusion (CSII) were maintained on the long-term compared with multiple daily injection (MDI). The secondary objective was to evaluate if there is a reduction of type and number of cardiovascular events (CV). Methods: This retrospective, observational study evaluated glycaemic control and the number of CV in 104 patients with type 1 or 2 diabetes previously treated with MDI and initiating CSII therapy with tubed insulin pumps compared with 109 patients previously treated with MDI continuing MDI. Results: After 8 years, the glycaemic control including glycated haemoglobin (HbA1c), fasting plasma glucose (FPG), and prandial plasma glucose (PPG) improved with both CSII and MDI compared with baseline; however, HbA1c, FPG, and PPG recorded with CSII were lower than data recorded with MDI. During the 8 years, there were fewer CV events with CSII, compared with MDI, and in particular, there were fewer cases of atrial fibrillation, premature ventricular contractions, acute coronary infarction, angina pectoris, heart failure, and peripheral vascular ischemia. We did not record any reduction of ischemic stroke events. Conclusion: Our preliminary data suggest that CSII treatment seems to reduce the rates of CV compared with MDI therapy. Moreover, CSII also improved glycaemic control, without increasing the number of hypoglycaemia. However, given the observational design of this trial, our data should be validated in a randomized clinical trial; if they will be confirmed, CSII could be chosen for fully informed and motivated patients at higher risk of developing CV.