Abstract High-density lipoprotein (HDL) is the most complex class of lipoproteins. HDL is comprised of several subclasses that are different in size, protein and lipid composition, physiological functions, and pathophysiological significance. Although HDL has been studied for at least half a century, its roles in diseases are poorly understood. Recently, with the rapid development of analytical techniques, much has been learned about HDL composition, especially about HDL proteomics. However, HDL lipidomics and metabolomics are still in their infancy. At least two dozen biologically important functions of HDL have been identified. This chapter summarizes what HDL is, what we know about its composition, how it can be separated into subclasses, and what the roles of HDL particles are in HDL structure and function.