It is well known that blood lipoproteins (LPs) are multimolecular complexes of lipids and proteins that play a crucial role in lipid transport. High-density lipoproteins (HDL) are a class of blood plasma LPs that mediate reverse cholesterol transport (RCT)-cholesterol transport from the peripheral tissues to the liver. Due to this ability to promote cholesterol uptake from cell membranes, HDL possess antiatherogenic properties. This function was first observed at the end of the 1970s to the beginning of the 1980s, resulting in high interest in this class of LPs. It was shown that HDL are the prevalent class of LPs in several types of living organisms (from fishes to monkeys) with high resistance to atherosclerosis and cardiovascular disorders. Lately, understanding of the mechanisms of the antiatherogenic properties of HDL has significantly expanded. Besides the contribution to RCT, HDL have been shown to modulate inflammatory processes, blood clotting, and vasomotor responses. These particles also possess antioxidant properties and contribute to immune reactions and intercellular signaling. Herein, we review data on the structure and mechanisms of the pleiotropic biological functions of HDL from the point of view of their evolutionary role and complex dynamic nature.