Obesity is a well-established risk factor for atherosclerosis. However, the mechanistic link between accumulation of adipose tissue and development of atherosclerosis is not clear. Adipose tissue comprises various depots including white adipose tissue (WAT), brown adipose tissue (BAT) and thoracic and abdominal perivascular adipose tissue (PVAT). The phenotype of thoracic PVAT resembles BAT, whereas abdominal PVAT is more like WAT. Here, we review the distinct roles of the adipose tissue depots in the development of atherosclerosis with the ultimate aim to understand how these can be targeted to reduce atherosclerosis. In obesity, increased fatty acid release by WAT and decreased lipid combustion by BAT and thoracic PVAT lead to hyperlipidaemia, which contributes to atherosclerosis development. Besides, obese WAT and abdominal PVAT release pro-inflammatory factors that further promote atherosclerosis. To discourage atherosclerosis development, strategies that reduce the release of pro-inflammatory factors and fatty acids from WAT and abdominal PVAT, or increase combustion of fatty acids by activation of BAT and thoracic PVAT and beiging of WAT are probably most efficient. Possible therapies could include anti-inflammatory compounds such as adiponectin and salicylates to lower inflammation, and β3-adrenergic receptor activators to increase fatty acid combustion. Additional and more specific strategies to promote fatty acid combustion are currently subject of investigation. In conclusion, different adipose depots differentially affect atherosclerosis development, in which atherosclerosis is promoted by energy-storing adipose depots and attenuated by energy-combusting adipose tissue. In obesity, combining therapies that reduce inflammation and increase combustion of lipids are most conceivable to restrain atherogenesis.