Atherosclerosis is an inflammatory disease in which a systemic inflammatory reaction is combined with an accumulation of immune cells, such as monocytes/macrophages, dendritic cells (DCs), and numerous lymphocytes, in atherosclerotic plaques. The immune system, comprising innate immunity and adaptive immunity, has been implicated in all stages of atherosclerosis, from initiation through progression and in atherothrombotic complications. It is clear that different subpopulations of leukocytes are involved in the pathogenesis of atherosclerosis and plaque instability. Recent studies have also demonstrated that each heterogeneity of immune-associated cells contributes to the atherogenic and atheroprotective axis. This review highlights recent advances in research and explores the role of the complex heterogeneity of leukocyte subsets, especially monocytes/macrophages (inflammatory monocytes, resident monocytes, M1, and M2), DCs (myeloid DCs, plasmacytoid DCs, pre DCs, conventional DCs, inflammatory DCs), and CD4(+) cells (T-helper 1, T-helper 2, regulatory T, and T-helper 17 cells), in the initiation and development of atherosclerotic disease and its complications.