Decreases in high-density lipoprotein cholesterol (HDL-C) levels are associated with an increased risk of coronary artery disease (CAD), whereas increased HDL-C levels are related to a decreased risk of CAD and myocardial infarction. Although HDL prevents the oxidation of low-density lipoprotein under normal conditions, it triggers a structural change, inhibiting antiarteriosclerotic and anti-inflammatory functions, under pathological conditions such as oxidative stress, inflammation, and diabetes. HDL can transform into various structures based on the quantitative reduction and deformation of apolipoprotein A1 and is the primary cause of increased levels of dysfunctional HDL, which can lead to an increased risk of CAD. Therefore, analyzing the structure and components of HDL rather than HDL-C after the application of an exercise training program may be useful for understanding the effects of HDL.