Lipoproteomics is the proteomic analysis of lipoproteins. Recent lipoproteomics research revealed that lipoprotein-associated proteins have more functions rather than simply being structural molecules and parts of lipid metabolism. Firstly, we summarized the biological functions and categorization of lipoproteins, as well as methods for lipoprotein isolation and discovery proteomics that were recently applied in lipoproteomics. In addition, we analyzed the lipoproteome datasets of high density lipoproteins, low density lipoproteins and very low density lipoproteins. Lastly, we reviewed in the contributions of lipoproteomics in our understanding of coronary artery disease, diabetes and rheumatoid arthritis. Given the extensive description of lipoproteomics technical methods and the application for lipoproteome datasets, we believe that this review will be beneficial to researchers intent to contribute to the field of lipoproteomics.