Background: Cyclin-dependent kinases 4 and 6 (CDK4/6) inhibitors have shown promising survival outcomes with additional treatments to the traditional endocrine therapy (ET) in patients with hormone receptor-positive (HR-positive) and human epidermal growth factor receptor type 2 negative (HER2–negative) advanced breast cancer (aBC). However, the head-to-head cardiovascular safety profile of these three agents (palbociclib, ribociclib, and abemaciclib) remains unclear. We summarized the incidence of major adverse cardiovascular events (MACE) and hypertension associated with the use of CDK4/6 inhibitor in randomized control trials (RCTs) and compared the risks of MACE and hypertension through network-meta analysis (NMA). Methods: A systematic search through PubMed and Cochrane Library was performed to identify phase III RCTs reporting cardiovascular safety data of CDK4/6 inhibitors in patients with aBC. We qualitatively synthesized the incidence of MACE and hypertension associated with CDK4/6 inhibitor use within on-treatment or placebo-controlled duration. A Bayesian NMA with random-effects models was performed, and pairwise comparisons between treatment options were presented by odds ratio (OR). The probability of each treatment arm’s relative ranking was reported using surface under the cumulative ranking curve (SUCRA) scores. A sensitivity analysis was conducted using the Mantel–Haenszel (MH) method. Results: Nine RCTs with four unique treatment arms and event(s) in at least one arm were included in the NMA. A total of 5218 patients were analyzed for MACE outcomes. The overall incidence of MACE in the CDK4/6 inhibitors+ET arm was 0.8%, while the endocrine therapy alone group was 0.4%. Abemaciclib+ET ranked the best in reducing the risk of MACE (SUCRA = 0.90) as compared to ET alone (SUCRA = 0.67, OR = 0.45, 95% credible interval (CI) = 0.07–2.82), palbociclib+ET (SUCRA = 0.25, OR = 0.09, 95% CI = 0.00–2.39) and ribociclib+ET (SUCRA = 0.17, OR = 0.08, 95% CI = 0.00–1.18). The findings were similar in the MH network. However, abemaciclib+ET (OR = 0.11; 95% CI = 0.02–0.81) had a significantly lower risk of MACE than ribociclib+ET in the MH network. No statistically significant differences in hypertension were shown among all comparisons. Conclusions: Abemaciclib+ET may have a lower risk of MACE for the treatment of aBC, while palbociclib+ET may reduce the risk of hypertension in this population. Our findings suggest a comparative cardiovascular safety trend among the three CDK4/6 inhibitors, but further research on direct comparisons is needed to guide treatment choice.