Type 2 diabetes mellitus (T2DM) is a major global public health problem, as it is associated with increased morbidity, mortality, and healthcare costs. Insulin resistance (IR) is a condition characterized by disturbances in carbohydrate and lipid metabolism that precedes T2DM. The aim of the present study was to investigate the association between HDL and its subfraction profile and the progression of IR, as assessed by the Homeostatic Model Assessment for IR (HOMA-IR) index, and to define cut-off values to identify an increased risk of IR. Individuals with a HOMA-IR greater than 3.63 were considered to have IR. The HDL subfractions were separated using the Lipoprint system, which identifies ten subfractions (HDL-1-10) in three subclasses as large (HDL-L), intermediate (HDL-I) and small (HDL-S). Analyses were performed on samples from 240 individuals without IR and 137 with IR from the Hungarian general and Roma populations. The HDL-1 to -6 subfractions and the HDL-L and -I classes showed a significant negative association with the progression and existence of IR. Among them, HDL-2 (B = -40.37, p = 2.08 × 10-11) and HDL-L (B = -14.85, p = 9.52 × 10-10) showed the strongest correlation. The optimal threshold was found to be 0.264 mmol/L for HDL-L and 0.102 mmol/L and above for HDL-2. Individuals with HDL-L levels below the reference value had a 5.1-fold higher risk of IR (p = 2.2 × 10-7), while those with HDL-2 levels had a 4.2-fold higher risk (p = 3.0 × 10-6). This study demonstrates that the HDL subfraction profile (especially the decrease in HDL-2 and -L) may be a useful marker for the early detection and intervention of atherogenic dyslipidemia in subjects with impaired glucose and insulin metabolism.