A molecular understanding of high-density lipoprotein (HDL) will allow a more complete grasp of its interactions with key plasma remodelling factors and with cell-surface proteins that mediate HDL assembly and clearance. However, these particles are notoriously heterogeneous in terms of almost every physical, chemical and biological property. Furthermore, HDL particles have not lent themselves to high-resolution structural study through mainstream techniques like nuclear magnetic resonance and X-ray crystallography; investigators have therefore had to use a series of lower resolution methods to derive a general structural understanding of these enigmatic particles. This chapter reviews current knowledge of the composition, structure and heterogeneity of human plasma HDL. The multifaceted composition of the HDL proteome, the multiple major protein isoforms involving translational and posttranslational modifications, the rapidly expanding knowledge of the HDL lipidome, the highly complex world of HDL subclasses and putative models of HDL particle structure are extensively discussed. A brief history of structural studies of both plasma-derived and recombinant forms of HDL is presented with a focus on detailed structural models that have been derived from a range of techniques spanning mass spectrometry to molecular dynamics.