Chronic kidney disease (CKD) is associated with an enhanced oxidative stress and deep modifications in lipid and lipoprotein metabolism. First, many oxidized lipids accumulate in CKD and were shown to exert toxic effects on cells and tissues. These lipids are known to interfere with many cell functions and to be pro-apoptotic and pro-inflammatory, especially in the cardiovascular system. Some, like F2-isoprostanes, are directly correlated with CKD progression. Their accumulation, added to their noxious effects, rendered their nomination as uremic toxins credible. Similarly, lipoproteins are deeply altered by CKD modifications, either in their metabolism or composition. These impairments lead to impaired effects of HDL on their normal effectors and may strongly participate in accelerated atherosclerosis and failure of statins in end-stage renal disease patients. This review describes the impact of oxidized lipids and other modifications in the natural history of CKD and its complications. Moreover, this review focuses on the modifications of lipoproteins and their impact on the emergence of cardiovascular diseases in CKD as well as the appropriateness of considering them as actual mediators of uremic toxicity.