Cardiovascular disease represents the most common cause of death in patients with non-alcoholic fatty liver disease (NAFLD). NAFLD patients exhibit an atherogenic dyslipidemia that is characterized by an increased plasma concentration of triglycerides, reduced concentration of high density lipoprotein (HDL) cholesterol, and low density lipoprotein (LDL) particles that are smaller and more dense than normal. The pathogenesis of NAFLD-associated atherogenic dyslipidemia is multifaceted, but many aspects are attributable to manifestations of insulin resistance. Here we review the structure, function and metabolism of lipoproteins, which are macromolecular particles of lipids and proteins that transport otherwise insoluble triglyceride and cholesterol molecules within the plasma. We provide a current explanation of the metabolic perturbations that are observed in the setting of insulin resistance. An improved understanding of the pathophysiology of atherogenic dyslipidemia would be expected to guide therapies aimed at reducing morbidity and mortality in NAFLD patients.