Lipoprotein (a) (Lp(a)) is considered a genetic factor for cardiovascular disease playing an important role in atherogenesis and thrombosis, but the evidence about its association with sleep duration is controversial. We evaluated the relation between self-reported sleep duration and Lp(a). Among 1600 participants of the population-based sample, we selected 1427 subjects without previously known cardiovascular events, who answered the questions about their sleep duration; had valid lipid profile results (total cholesterol, low- and high-density lipoproteins, Lp(a), apolipoprotein AI (ApoAI), ApoB, and ApoB/ApoAI); and did not take lipid-lowering drugs (mean age 46 ± 12 years). We performed a structured interview, which included questions about lifestyle, medical history, complaints, and sleep duration (How long have you been sleeping per night during the last month?). Sleep duration was classified as follows: <6 h/night—short, 6–9 h/night—normal, and ≥10 h/night—long. Overall, 73 respondents (5.2%) were short-sleepers and 69 (4.8%) long-sleepers. Males were slightly more prevalent among short-sleepers. The groups matched by age, body mass index, blood pressure, diabetes mellitus, and hypertension rate. Short-sleepers had lower rates of high total cholesterol (≥5.0 mmol/L), lower Lp(a) levels and lower rates of increased Lp(a) ≥0.5 g/L, and higher insulin and insulin resistance (assessed by the homeostatic model assessment for insulin resistance (HOMA-IR)). ApoAI, ApoB, their ratio, and other lab tests were similar in the groups. The multinomial logistic regression demonstrated that only the short sleep duration was independently (odds ratio (OR) 0.29, 95% confidence interval (CI) (0.09–0.91), p = 0.033) associated with Lp(a) (χ2 = 41.58, p = 0.003). Other influencing factors were smoking and HOMA-IR. Such an association was not found for long-sleepers. In conclusion, a short-sleep duration is associated with Lp(a). The latter might mediate the higher insulin resistance and higher cardiometabolic risks in short-sleepers.