Abstract Context The clinical presentation of Cushing syndrome (CS) overlaps with common conditions. Recommended screening tests are serum cortisol after 1-mg overnight dexamethasone suppression test (DST), urinary free cortisol (UFC), and late-night salivary cortisol (LNSC). Objective We analyzed the diagnostic accuracy of screening tests in 615 patients without CS (263 suspected CS, 319 adrenal and 33 pituitary incidentaloma) and 40 with CS. Methods Principal component analysis, K-means clustering, and neural network were used to compute an integrated analysis among tests, comorbidities, and signs/symptoms of hypercortisolism. Results The diagnostic accuracy of screening tests for CS was high; DST and UFC were slightly superior to LNSC. The threshold of DST should be adapted to the population considered, especially in adrenal incidentaloma (AI) with mild autonomous cortisol secretion: The cutoff to differentiate CS should be increased to 196 nmol/L. Diabetes, hypertension, and obesity were more common in patients without CS: The direction of their vectors was not aligned and their correlation with screening tests was poor. Clustering allowed us to differentiate those patients without CS into cluster 1 (aged osteoporotic patients with impaired screening tests), cluster 2 (hypertensive and metabolic phenotype), and cluster 3 (young individuals with a low likelihood of overt CS). A neural network model that combined screening tests and clinical presentation was able to predict the CS diagnosis in the validation cohort with 99% precision and 86% accuracy. Conclusion Despite the high diagnostic accuracy of screening tests to detect CS, cortisol-related comorbidities or AI should be considered when interpreting a positive test.