A number of studies have shown that chronic kidney disease (CKD) is associated with increased risk for cardiovascular disease (CVD). Chronic kidney disease is characterized by significant disturbances in lipoprotein metabolism, including differences in quantitative and qualitative content of high-density lipoprotein (HDL) particles. Recent studies have revealed that serum HDL cholesterol levels do not predict CVD in CKD patients; thus CKD-induced modifications in high-density lipoprotein (HDL) may be responsible for the increase in CV risk in CKD patients. Various methods are available to separate several subclasses of HDL and confirm their atheroprotective properties. However, under pathological conditions associated with inflammation and oxidation, HDL can progressively lose normal biological activities and be converted into dysfunctional HDL. In this review, we highlight the current state of knowledge on subfractions of HDL and HDL dysfunction in CKD.