The presence of residual cardiovascular disease (CVD) risk is a current dilemma in clinical practice; indeed, despite optimal management and treatment, a considerable proportion of patients still undergo major CV events. Novel lipoprotein biomarkers are suggested as possible targets for improving the outcomes of patients at higher risk for CVD, and their impact on major CV events and mortality have previously been investigated. Innovative antidiabetic therapies have recently shown a significant reduction in atherogenic lipoproteins, beyond their effects on glucose parameters; it has also been suggested that such anti-atherogenic effect may represent a valuable mechanistic explanation for the cardiovascular benefit of, at least, some of the novel antidiabetic agents, such as glucagon-like peptide-1 receptor agonists. This emphasizes the need for further research in the field in order to clearly assess the effects of innovative treatments on different novel biomarkers, including atherogenic lipoproteins, such as small dense low-density lipoprotein (LDL), lipoprotein(a) (Lp(a)) and dysfunctional high-density lipoprotein (HDL). The current article discusses the clinical importance of novel lipid biomarkers for better management of patients in order to overcome residual cardiovascular risk.