Atherosclerotic cardiovascular disease is the leading cause of death worldwide. Intense research in vascular biology has advanced our knowledge of molecular mechanisms of its onset and progression until complications; however, several aspects of the patho-physiology of atherosclerosis remain to be further elucidated. Endothelial cell homeostasis is fundamental to prevent atherosclerosis as the appearance of endothelial cell dysfunction is considered the first pro-atherosclerotic vascular modification. Physiologically, high density lipoproteins (HDLs) exert protective actions for vessels and in particular for ECs. Indeed, HDLs promote endothelial-dependent vasorelaxation, contribute to the regulation of vascular lipid metabolism, and have immune-modulatory, anti-inflammatory and anti-oxidative properties. Sex- and gender-dependent differences are increasingly recognized as important, although not fully elucidated, factors in cardiovascular health and disease patho-physiology. In this review, we highlight the importance of sex hormones and sex-specific gene expression in the regulation of HDL and EC cross-talk and their contribution to cardiovascular disease.