While the molecular lipid composition of lipoproteins has been investigated in detail, little is known about associations of small polar metabolites with specific lipoproteins. The aim of the present study was to investigate the profiles of polar metabolites in different lipoprotein fractions, i.e., very-low-density lipoprotein (VLDL), intermediate-density lipoprotein (IDL), low-density lipoprotein (LDL) and two sub-fractions of the high-density lipoprotein (HDL). The VLDL, IDL, LDL, HDL(2), and HDL(3) fractions were isolated from serum of sixteen individuals having a broad range of insulin sensitivity and characterized using comprehensive two-dimensional gas chromatography combined with time-of-flight mass spectrometry (GC×GC-TOFMS). The lipoprotein fractions had clearly different metabolite profiles, which correlated with the particle size and surface charge. Lipoprotein-specific associations of individual metabolites with insulin resistance were identified, particularly in VLDL and IDL fractions, even in the absence of such associations in serum. The results indicate that the polar molecules are strongly attached to the surface of the lipoproteins. Furthermore, strong lipoprotein-specific associations of metabolites with insulin resistance, as compared to their serum profiles, indicate that lipoproteins may be a rich source of tissue-specific metabolic biomarkers.