Liraglutide has pleiotropic effects favouring cardiovascular and renal risks. We investigated individual responses to liraglutide in six cardio-renal risk factors to examine whether responses in one risk factor are associated with changes in other risk factors (cross-dependency). We performed secondary analysis of the LIRA-RENAL trial (n = 279) in type 2 diabetes. HbA1c, body weight, systolic blood pressure (SBP) _, low density lipoprotein (LDL)-cholesterol, urine albumin-to-creatinine ratio (UACR) and estimated glomerular filtration rate (eGFR) were measured at baseline and after 26 weeks of liraglutide/placebo treatment: “Good responders” had a change within the best quartile. In the liraglutide-treated group, good HbA1c responders showed similar changes in other risk factors analysed to low responders (P ≥ 0.17). Good body weight responders had a larger reduction in HbA1c than low body weight responders (−1.6 ± 0.94 vs. –1.0 ± 0.82%; P = 0.003), but similar changes in the other risk factors (P ≥ 0.11). Good and low responders in SBP, UACR, LDL-cholesterol or eGFR showed similar changes in other risk factors (P ≥ 0.07). Treatment response to liraglutide is largely individual; aside from an association between body weight and HbA1c reduction, there are no obvious cross-dependencies in risk factor response.