Low HDL cholesterol (HDL-C) is a risk factor for coronary artery disease (CAD). However, interventions that raise HDL-C have failed to reduce cardiovascular events. We previously reported that HDL is the main carrier of plasma F2-isoprostanes (F2-IsoPs) that are markers of oxidative stress formed upon oxidation of arachidonic acid. F2-IsoPs are predominantly associated with phospholipids. However, there is evidence that F2-IsoPs in the liver of rats treated with carbon tetrachloride associate with the neutral lipids. To date it is not known whether F2-IsoPs are found in the neutral lipids in HDL in humans. Possible candidate neutral lipids include cholesteryl esters, triglycerides, diglycerides, and monoglycerides. This study aimed to identify the lipid classes within native and oxidized HDL that contain F2-IsoPs. We showed that F2-IsoPs in HDL are bound to neutral lipids as well as phospholipids. HDL-3 contained the highest concentration of F2-IsoPs in all lipid classes before and after in vitro oxidation. Using targeted LC/MS and high resolution MS, we were unable to provide conclusive evidence for the presence of the synthesized standards 15(R)-15-F2t-isoP cholesterol and 1-ent-15(RS)-15-F2t-isoprostanoyl-sn-glycerol in the neutral lipids of HDL. Our findings show that oxidized lipids such as F2-IsoPs are found in the core and surface of HDL. However, the exact molecular species remain to be definitively characterized. Future studies are required to determine whether the presence of F2-IsoPs in neutral lipids alters HDL function.