BACKGROUND: Diabetic dyslipidemia is typically characterized by an increase in plasma triglycerides, a decrease in high-density lipoprotein cholesterol and a concomitant increase in atherogenic small dense low-density lipoproteins. Thiazolidindiones are able to lower the levels of fasting glucose and glycated hemoglobin significantly by improving insulin sensitivity, as well as improving some aspects of diabetic dyslipidemia: total cholesterol, low-density lipoprotein cholesterol and high-density lipoprotein cholesterol tend to increase while triglycerides are generally decreased. OBJECTIVE: This paper reviewed the effects of pioglitazone and rosiglitazone on atherogenic diabetic dyslipidemia, in particular on small dense low-density lipoprotein particles. Methods: A literature search (by Medline and Scopus) was performed up to 15 March 2008. The authors also manually reviewed the references of selected articles for any pertinent material. RESULTS: Pioglitazone showed an additional beneficial effect on triglycerides, high-density lipoprotein cholesterol and the levels of small dense low-density lipoprotein compared to rosiglitazone. CONCLUSIONS: Since recent studies have suggested that these agents may also have a differential effect on long-term cardiovascular end-points despite similar improvements in glycated hemoglobin and insulin sensitivity, the different impact on atherogenic diabetic dyslipidemia may help to explain these findings.