Beyond low-density lipoprotein (LDL)-cholesterol concentrations, in recent years, several clinical studies have shown that both oxidised and small, dense LDL have a strong predictive role for the presence of vascular atherosclerosis. These two lipid parameters seem to have a synergistic impact on cardiovascular risk, with a greater importance in patients at higher-risk, such as those with type-2 diabetes. Increased levels of oxidised and small, dense LDL levels are a feature of diabetic dyslipidaemia, and small, dense LDL have been shown to be a good predictor of future cardiovascular events, at both univariate and multivariate analyses. On the other hand, although the association of oxidised LDL with surrogate markers of atherosclerosis is consistent, the correlation with hard clinical end points seems to be smaller. Yet, measurement of these two lipid parameters has not been widely used in daily practice because of the limited availability of clinical data and methodological problems: lack of availability of easy, cheap and reproducible essays for measurement of oxidised and, particularly, small, dense LDL has reduced their assessment in large clinical end-points trials. However, on the basis of available data, the therapeutic modulation of small, dense LDL is significantly associated with reduced cardiovascular risk, even after adjustment for confounding factors. In conclusion, the routine measurement of oxidised and small, dense LDL in patients with type-2 diabetes cannot be recommended in daily clinical practice so far; yet, their measurement is strongly encouraged to better understand their role on the cardiovascular risk of patients with type-2 diabetes.