Turbulence mitigation (TM) aims to remove the stochastic distortions and blurs introduced by atmospheric turbulence into frame cameras. Existing state-of-the-art deep-learning TM methods extract turbulence cues from multiple degraded frames to find the so-called "lucky'', not distorted patch, for "lucky fusion''. However, it requires high-capacity network to learn from coarse-grained turbulence dynamics between synchronous frames with limited frame-rate, thus fall short in computational and storage efficiency. Event cameras, with microsecond-level temporal resolution, have the potential to fundamentally address this bottleneck with efficient sparse and asynchronous imaging mechanism. In light of this, we (i) present the fundamental \textbf{``event-lucky insight''} to reveal the correlation between turbulence distortions and inverse spatiotemporal distribution of event streams. Then, build upon this insight, we (ii) propose a novel EGTM framework that extracts pixel-level reliable turbulence-free guidance from the explicit but noisy turbulent events for temporal lucky fusion. Moreover, we (iii) build the first turbulence data acquisition system to contribute the first real-world event-driven TM dataset. Extensive experimental results demonstrate that our approach significantly surpass the existing SOTA TM method by 710 times, 214 times and 224 times in model size, inference latency and model complexity respectively, while achieving the state-of-the-art in restoration quality (+0.94 PSNR and +0.08 SSIM) on our real-world EGTM dataset. This demonstrating the great efficiency merit of introducing event modality into TM task. Demo code and data have been uploaded in supplementary material and will be released once accepted.