In chronic kidney disease (CKD), the level of high-density lipoprotein (HDL) decreases markedly, but there is no strong inverse relationship between HDL-cholesterol (HDL-C) and cardiovascular diseases. This indicates that not only the HDL-C level, but also the other quantitative changes in the HDL particles can influence the protective functionality of these particles, and can play a key role in the increase of cardiovascular risk in CKD patients. The aim of the present study was the evaluation of the parameters that may give additional information about the HDL particles in the course of progressing CKD. For this purpose, we analyzed the concentrations of HDL containing apolipoprotein A-I without apolipoprotein A-II (LpA-I), preβ1-HDL, and myeloperoxidase (MPO), and the activity of paraoxonase-1 (PON-1) in 68 patients at various stages of CKD. The concentration of HDL cholesterol, MPO, PON-1, and lecithin-cholesterol acyltransferase (LCAT) activity were similar in all of the analyzed stages of CKD. We did not notice significant changes in the LpA-I concentrations in the following stages of CKD (3a CKD stage: 57 ± 19; 3b CKD stage: 54 ± 15; 4 CKD stage: 52 ± 14; p = 0.49). We found, however, that the preβ1-HDL concentration and preβ1-HDL/LpA-I ratio increased along with the progress of CKD, and were inversely correlated with the estimated glomerular filtration rate (eGFR), even after adjusting for age, gender, triacylglycerols (TAG), HDL cholesterol, and statin therapy (β = −0.41, p < 0.001; β = −0.33, p = 0.001, respectively). Our results support the earlier hypothesis that kidney disease leads to the modification of HDL particles, and show that the preβ1-HDL concentration is significantly elevated in non-dialyzed patients with advanced stages of CKD.