Although results from in vitro studies and clinical trials demonstrate strong associations between oxidative stress and cardiovascular risk, to date still no convincing data are available to suggest that treatment with antioxidants might reduce vascular events. Oxidative modifications of low-density lipoproteins (LDL) represent an early stage of atherosclerosis, and small, dense LDL are more susceptible to oxidation than larger, more buoyant particles. Oxidized LDL are independent predictors of subclinical and clinical atherosclerosis. Recent studies suggested that novel therapeutic strategies may take into account the removal of such particles from circulation. Future research is required to explore the potential synergistic impact of markers of oxidative stress and atherogenic dyslipidemia, particularly small dense LDL, on cardiovascular risk.