Abstract Human high‐density lipoproteins (HDL) are protein/lipid particles of nanometer sizes. These nano particles are critical for transportation of the “bad cholesterol” from peripheral tissues back to the liver for clearance. An inverse correlation has been observed between the plasma HDL concentration and atherosclerosis. Furthermore, the HDL particle has also been utilized as a vehicle for drug delivery and for intracellular cell biology studies of membrane proteins. The structural basis of HDL formation and assembly, however, is poorly understood. Using high‐resolution structural approaches, the formation and assembly of the HDL particle is being examined at atomic resolution, which is reviewed in this chapter. We will mainly focus on our own NMR studies of different apoAI conformations with a brief summary of previously published work by other laboratories.