Background Chronic kidney disease is associated with structural and compositional abnormalities in high-density lipoprotein particles (HDLp). We examined associations of HDLp size, particle subfractions, and apolipoprotein C-III content with incident cardiovascular disease (CVD) events across categories of estimated glomerular filtration rate (eGFR). Methods and Results Analyses included 6699 participants in MESA (Multi-Ethnic Study of Atherosclerosis) with measurements of HDLp and 5723 participants with measurements of HDL apolipoprotein C-III. Cox-regression methods were used to evaluate associations between HDLp and apolipoproteins with CVD events. Larger HDLp size was associated with lower CVD risk in participants with lower eGFR: hazard ratio (95% CI) per SD higher mean HDL size was 1.00 (0.90-1.11) in eGFR ≥60 mL/min per 1.73 m2, 0.65 (0.48-0.86) in eGFR 45 to 59 mL/min per 1.73 m2, and 0.48 (0.25-0.93) in eGFR <45 mL/min per 1.73 m2 (P for interaction=0.05). Associations of HDLp subfractions with CVD varied significantly by eGFR (P for interaction=0.04), with significant inverse associations between higher concentrations of large HDLp and CVD events across categories of kidney function, but nonsignificant results for small HDLp. Only HDLp without apolipoprotein C-III was associated with lower risk of CVD events, with seemingly (albeit not statistically significant) stronger associations among participants with lower eGFR (P for interaction=0.19). Conclusions HDL particles of larger size and higher concentrations of large HDL and of HDL without apolipoprotein C-III were associated with lower CVD risk, with risk estimates seemingly stronger among participants with lower eGFR. Future larger studies are needed to corroborate these findings.