High density lipoprotein (HDL) is the smallest and densest lipoprotein in the blood circulation. HDL forms a heterogeneous family whose members may differ according to size, density, electrophoretic mobility, composition and form. Although reverse cholesterol transport is the main feature of HDL, various other functions have been described to HDL including anti-oxidant, anti-inflammatory, anti-thrombotic, anti-infection and anti-vaso-regulator roles. In this review, we have highlighted the mutifunctionality of HDL in association with protein composition. In particular, we have reported and criticized the dozen studies that analyzed the proteomics of HDL published in the last decade, which will make it possible in the future to consider the discovery of a protein signature specific to certain physiopathological conditions. This review will address the question whether HDL proteome signature may represent a central biomarker for pathophysiology conditions.