Abstract Therapeutic antibody against sclerostin loop2 promoted bone formation in postmenopausal osteoporosis but caused severe cardiovascular events in clinical applications. The studies of atherosclerosis and aortic aneurysm in SOST ki .ApoE −/− mice and sost −/− . ApoE −/− mice collectively indicated the cardiovascular protective action of sclerostin. However, how sclerostin exerts cardiovascular protective action remains unclear. In this study, ApoER2 (LRP8) is notably identified as a novel transmembrane receptor for sclerostin in macrophages. Mechanistically, blockade of macrophagic sclerostin loop2‐ApoER2 interaction attenuates the suppressive effects of sclerostin on NF‐κB nuclear translocation, phosphorylation, and mRNA expression in macrophages, reduces the promotive effects of sclerostin on macrophage conversion to anti‐inflammatory phenotypes, and inhibits the preventive effects of sclerostin on atherosclerosis and aortic aneurysm in ApoE −/− mice. Together, macrophagic sclerostin loop2‐ApoER2 interaction is required by sclerostin to suppress inflammatory responses, atherosclerosis, and aortic aneurysm in ApoE −/− mice. Sclerostin plays a compensatory protective role in the cardiovascular system when ApoE is absent or mutated. Translationally, it provided critical pre‐clinical evidence regarding the prediction of cardiovascular risk populations (e.g. , APOE variants) for the marketed antibody against sclerostin loop2. Importantly, targeting sclerostin while preserving macrophagic sclerostin loop2‐ApoER2 interaction would offer the next generation of precise sclerostin inhibition strategy without cardiovascular safety concern, while promoting bone formation.