Patients with chronic kidney disease (CKD) are at high risk for CVD. However, traditional CVD risk factors cannot completely explain the increased risk. Altered HDL proteome is linked with incident CVD in CKD patients, but it is unclear whether other HDL metrics are associated with incident CVD in this population. In the current study, we analyzed samples from two independent prospective case-control cohorts of CKD patients, the Clinical Phenotyping and Resource Biobank Core (CPROBE) and the Chronic Renal Insufficiency Cohort (CRIC). We measured HDL particle sizes and concentrations (HDL-P) by calibrated ion mobility analysis and HDL cholesterol efflux capacity (CEC) by cAMP-stimulated J774 macrophages in 92 subjects from the CPROBE cohort (46 CVD and 46 controls) and in 91 subjects from the CRIC cohort (34 CVD and 57 controls). We tested associations of HDL metrics with incident CVD using logistic regression analysis. No significant associations were found for HDL-C or HDL-CEC in either cohort. Total HDL-P was only negatively associated with incident CVD in the CRIC cohort in unadjusted analysis. Among the six sized HDL subspecies, only medium-sized HDL-P was significantly and negatively associated with incident CVD in both cohorts after adjusting for clinical confounders and lipid risk factors with odds ratios (per 1-SD) of 0.45 (0.22–0.93,P= 0.032) and 0.42 (0.20–0.87,P= 0.019) for CPROBE and CRIC cohorts, respectively. Our observations indicate that medium-sized HDL-P—but not other-sized HDL-P or total HDL-P, HDL-C, or HDL-CEC—may be a prognostic cardiovascular risk marker in CKD.