High density lipoprotein (HDL) is cardioprotective, unless it is pathologically modified under oxidative stress. Covalent modifications of lipid-free apoA-I, the most abundant apoprotein in HDL, compromise its atheroprotective functions. HDL is enriched in oxidized phospholipids (oxPL) in vivo in oxidative stress. Furthermore, oxidized phospholipids can covalently modify HDL apoproteins. We have now carried out a systematic analysis of modifications of HDL apoproteins by endogenous oxPL. Human HDL or plasma were oxidized using a physiologically relevant MPO−H2O2−NO2− system or AIPH, or were exposed to synthetic oxPL. Protein adduction by oxPL was assessed using LC-MS/MS and MALDI-TOF MS. The pattern of HDL apoprotein modification by oxPL was independent of the oxidation systems used. ApoA-I and apoA-II were the major modification targets. OxPL with a γ-hydroxy (or oxo)-alkenal were mostly responsible for modifications, and the Michael adduct was the most abundant adduct. Histidines and lysines in helices 5–8 of apoA-I were highly susceptible to oxPL modifications, while lysines in helices 1, 2, 4 and 10 were resistant to modification by oxPL. In plasma exposed to oxidation or synthetic oxPL, oxPL modification was highly selective, and four histidines (H155, H162, H193 and H199) in helices 6–8 of apoA-I were the main modification target. H710 and H3613 in apoB-100 of LDL and K190 of human serum albumin were also modified by oxPL but to a lesser extent. Comparison of oxPL with short chain aldehyde HNE using MALDI-TOF MS demonstrated high selectivity and efficiency of oxPL in the modification of HDL apoproteins. These findings provide a novel insight into a potential mechanism of the loss of atheroprotective function of HDL in conditions of oxidative stress.