The fundamental role of the inflammatory activation in the pathophysiology of atherosclerosis is now widely established. Different strategies for positive modulation of these processes have been proposed, but the clinical results have been contradictory and sometimes, due to safety issues, a specific therapeutic approach has been withdrawn before reaching the final acceptation of the regulatory agencies. The reasons for these negative conclusions can be multiple and not always completely clarified. In addition it is frequently difficult to separate the metabolic or cardiovascular effects of these approaches (i.e., hypocholesterolemic, hypoglycemic, hypotensive) from the real anti-inflammatory effects. The present review discusses the effects of different anti-inflammatory strategies developed in the last decade for the treatment of atherosclerosis, and consequently for the prevention of cardiovascular events. The complexity of the inflammatory network, well represented by the presence and the action of a plethora of cells and molecules, suggests a word of caution in the evaluation of the clinical results about significant improvements of the atherosclerotic burden: only randomized controlled trials with cardiovascular hard end points can give the final answer.