Sclerostin, encoded by the SOST gene, is a novel bone anabolic target for bone diseases. Humanized anti-sclerostin antibody, romosozumab, was approved for treatment of postmenopausal osteoporosis by the US Food and Drug Administration (FDA), but with a black-box warning on cardiovascular risk. The clinical data regarding cardiovascular events from various pre-marketing and post-marketing studies of romosozumab were inconsistent. Overall, the cardiovascular risk of sclerostin inhibition could not be excluded. The restriction of romosozumab in patients with cardiovascular disease history would be necessary. Moreover, genome-wide association study (GWAS) analyses of SOST variants revealed inconsistent results of the association between SOST variations and cardiovascular diseases. Further research incorporating larger sample sizes and functional analyses are necessary. In analyses of serum/tissue sclerostin levels in patients with cardiovascular diseases, the results were controversial but indicated an association between sclerostin and the presence/severity/outcomes of cardiovascular diseases. Nonclinical studies in rodents indicated the inhibitory effect of sclerostin on inflammation, aortic aneurysm, atherosclerosis, and vascular calcification. Sclerostin loop3 participated in the inhibitory effect of sclerostin on bone formation, while the cardiovascular protective effect of sclerostin was independent of sclerostin loop3. Macrophagic sclerostin loop2–apolipoprotein E receptor 2 (ApoER2) interaction participated in the inhibitory effect of sclerostin on inflammation in vitro. Sclerostin in human aortic smooth muscle cells participated in the reduction in calcium deposition. The role of sclerostin in cardiovascular system deserves further investigation.