High‐density lipoproteins (HDLs) play a vital role in lipid metabolism and cardiovascular health, as they are intricately involved in cholesterol transport and inflammation modulation. The proteome of HDL particles is indeed complex and distinct from other components in the bloodstream. Proteomics studies have identified nearly 285 different proteins associated with HDL; however, this review focuses more on the 15 or so traditionally named “apo” lipoproteins. Important lipid metabolizing enzymes closely working with the apolipoproteins are also discussed. Apolipoproteins stand out for their integral role in HDL stability, structure, function, and metabolism. The unique structure and functions of each apolipoprotein influence important processes such as inflammation regulation and lipid metabolism. These interactions also shape the stability and performance of HDL particles. HDLs apolipoproteins have multifaceted roles beyond cardiovascular diseases (CVDs) and are involved in various physiological processes and disease states. Therefore, a detailed exploration of these apolipoproteins can offer valuable insights into potential diagnostic markers and therapeutic targets. This comprehensive review article aims to provide an in‐depth understanding of HDL apolipoproteins, highlighting their distinct structures, functions, and contributions to various physiological processes. Exploiting this knowledge holds great potential for improving HDL function, enhancing cholesterol efflux, and modulating inflammatory processes, ultimately benefiting individuals by limiting the risks associated with CVDs and other inflammation‐based pathologies. Understanding the nature of all 15 apolipoproteins expands our knowledge of HDL metabolism, sheds light on their pathological implications, and paves the way for advancements in the diagnosis, prevention, and treatment of lipid and inflammatory‐related disorders.