The scientific community has become increasingly interested in the overall quality of diets rather than in single food-based or single nutrient-based approaches to examine diet–disease relationships. Despite the plethora of indices used to measure diet quality, there still exist questions as to which of these can best predict health outcomes. The present study aimed to compare the ability of five diet quality indices, namely the Recommendation Compliance Index (RCI), Diet Quality Index-International (DQI-I), Dietary Approaches to Stop Hypertension (DASH), Mediterranean Diet Score (MDS), and Dietary Inflammatory Index (DII), to detect changes in chronic disease risk biomarkers. Nutritional data from 1352 participants, aged 18–69 years, of the Luxembourg nationwide cross-sectional ORISCAV-LUX (Observation of Cardiovascular Risk Factors in Luxembourg) study, 2007–8, were used to calculate adherence to the diet quality index. General linear modelling was performed to assess trends in biomarkers according to adherence to different dietary patterns, after adjustment for age, sex, education level, smoking status, physical activity and energy intake. Among the five selected diet quality indices, the MDS exhibited the best ability to detect changes in numerous risk markers and was significantly associated with lower levels of LDL-cholesterol, apo B, diastolic blood pressure, renal function indicators (creatinine and uric acid) and liver enzymes (serum γ-glutamyl-transpeptidase and glutamate-pyruvate transaminase). Compared with other dietary patterns, higher adherence to the Mediterranean diet is associated with a favourable cardiometabolic, hepatic and renal risk profile. Diets congruent with current universally accepted guidelines may be insufficient to prevent chronic diseases. Clinicians and public health decision makers should be aware of needs to improve the current dietary guidelines.