Dyslipidaemia in patients with diabetes contributes to the risk of atherosclerotic cardiovascular disease. We aimed to identify a dyslipidemic profile associated with both dysglycemia and subclinical coronary atherosclerosis. Study participants (n = 5050) were classified in three groups: normoglycemia, pre-diabetes, and diabetes. A coronary artery calcium score (CACS) > 0 defined subclinical coronary atherosclerosis. Two independent methods were used to identify, among 225 lipid biomarkers, those that were associated with pre-diabetes and diabetes and had to be further tested for association by zero inflated Poisson regression with CACS and CACS burden in those with CACS>0. Estimates were adjusted for cardiovascular risk factors with an interaction term for dispensed lipid lowering drugs. Thirty-two biomarkers associated with prediabetes and diabetes were further investigated for association with CACS. HDL diameter [multi-adjusted OR of 0.85 and 95 %CI (0.78-0.92)] as well as free cholesterol, phospholipids and total lipids in extra large HDL were inversely associated with CACS. There was a borderline significant interaction between small HDL and dispensed lipid lowering drugs on the presence of CACS, with and multi-adjusted OR of 0.53 and 95 %CI (0.36-0.77). None of the 32 glycemic profile-related lipid biomarkers associated with the relative increase of CACS in those with CACS>0. No consistent association was observed between non-HDL lipoproteins and CACS. Changes in composition and relative concentration of HDL associated with both dysglycemia and subclinical coronary atherosclerosis. Treatment with lipid lowering drugs may contribute to reduce the risk associated with high circulating levels of small HDL.