Premature cardiovascular disease (CVD), including stroke, peripheral vascular disease, sudden death, coronary artery disease, and congestive heart failure, is a notorious problem in patients with chronic kidney disease (CKD). Because the presence of CVD is independently associated with kidney function decline, it appears that the relationship between CKD and CVD is reciprocal or bidirectional, and that it is this association that leads to the vicious circle contributing to premature death. As randomized, placebo-controlled trials have so far been disappointing and unable to show a survival benefit of various treatment strategies, such a lipid-lowering, increased dialysis dose and normalization of hemoglobin, the risk factor profile seems to be different in CKD compared with the general population. Indeed, seemingly paradoxical associations between traditional risk factors and cardiovascular outcome in patients with advanced CKD have complicated our efforts to identify the real cardiovascular culprits. This review focuses on the many new pieces that need to be fit into the complicated puzzle of uremic vascular disease, including persistent inflammation, endothelial dysfunction, oxidative stress, and vascular ossification. Each of these is not only highly prevalent in CKD but also more strongly linked to CVD in these patients than in the general population. However, a causal relationship between these new markers and CVD in CKD patients remains to be established. Finally, two novel disciplines, proteomics and epigenetics, will be discussed, because these tools may be helpful in the understanding of the discussed vascular risk factors.