Oxidized low-density lipoproteins (oxLDL) and oxysterols play a key role in the endothelial dysfunction and atherosclerosis development. Loss of vascular endothelium integrity impacts vasomotion, cell growth, adhesiveness and barrier functions. While for some of these disturbances we can give a reasonable explanation from a mechanistic point of view, for many others the involved molecular players are unknown. Caveolae, specific plasma membrane domains, have recently emerged as targets and mediators of oxLDL-induced endothelial cell dysfunction. The current knowledge on oxLDL/caveolae interplay and the associated signal transduction pathways are here reviewed and discussed in light of the possible cross-talk between transducers (from receptors to membrane cholesterol) and/or effectors. A better understanding of how oxLDL interact with endothelial cells (EC) and, in turn, modulate metabolic/signaling pathways in EC is crucial to define their role in atherogenesis and find new targets of intervention.