The vascular endothelium serves as a barrier between the intravascular and extravascular compartments. High-density lipoproteins (HDL) have two kinds of interactions with this barrier. First, bloodborne HDL must pass the endothelium to access extravascular tissues, for example the arterial wall or the brain, to mediate cholesterol efflux from macrophages and other cells or exert other functions. To complete reverse cholesterol transport, HDL must even pass the endothelium a second time to re-enter circulation via the lymphatics. Transendothelial HDL transport is a regulated process involving scavenger receptor SR-BI, endothelial lipase, and ATP binding cassette transporters A1 and G1. Second, HDL helps to maintain the integrity of the endothelial barrier by (i) promoting junction closure as well as (ii) repair by stimulating the proliferation and migration of endothelial cells and their progenitor cells, and by preventing (iii) loss of glycocalix, (iv) apoptosis, as well as (v) transmigration of inflammatory cells. Additional vasoprotective functions of HDL include (vi) the induction of nitric oxide (NO) production and (vii) the inhibition of reactive oxygen species (ROS) production. These vasoprotective functions are exerted by the interactions of HDL particles with SR-BI as well as specific agonists carried by HDL, notably sphingosine-1-phophate (S1P), with their specific cellular counterparts, e.g., S1P receptors. Various diseases modify the protein and lipid composition and thereby the endothelial functionality of HDL. Thorough understanding of the structure–function relationships underlying the multiple interactions of HDL with endothelial cells is expected to elucidate new targets and strategies for the treatment or prevention of various diseases.