Dyslipoproteinemia and oxidative modification of low-density lipoprotein (oxLDL) contribute to the development of oxidative stress and atherosclerosis in chronic kidney disease (CKD). On the contrary, high-density lipoprotein cholesterol (HDL-C), especially HDL3-C subtype, has protective effect against oxidative damage. There is limited evidence referring HDL-C subclass levels in patients on dialysis. This study was designed to compare lipid abnormalities and oxLDL levels in hemodialysis (HD) and peritoneal dialysis (PD) patients. Serum lipids, HDL subclasses, and oxLDL were measured in 55 patients with CKD-stage 5 (31 patients on HD and 24 patients on PD) and in 21 normal controls (NC). The results showed that in dialysis patients, triglycerides were higher than in controls (p < 0.0001) and HDL-C was significantly lower (p < 0.0001). The HDL2-C subclass concentration did not differ significantly between patients and controls, while HDL3-C was lower in patients (11 ± 0.5 mg/dL) than in NC (23 ± 1, p < 0.0001). oxLDL levels were markedly increased in patients (1.92 ± 0.29 mg/L) compared to NC (0.22 ± 0.05, p < 0.0001). Patients on PD had higher levels of cholesterol (p < 0.001) and apolipoprotein B (p < 0.05) than patients on HD. However, HDL-C, HDL-C subclasses, and oxLDL concentrations did not differ significantly between PD and HD patients. It is concluded that patients with CKD have a nearly 10-fold elevation of oxLDL compared with NC. Patients on PD have differences in the lipid profile compared with patients on HD; however, both modalities seem to possess similar potential to atherosclerosis development.