Trained immunity, also known as innate immune memory, is a persistent hyper-responsive functional state of innate immune cells. Accumulating evidence implicates trained immunity as an underlying mechanism of chronic inflammation in atherosclerotic cardiovascular disease. In this context, trained immunity is induced by endogenous atherosclerosis-promoting factors, such as modified lipoproteins or hyperglycaemia, causing broad metabolic and epigenetic reprogramming of the myeloid cell compartment. In addition to traditional cardiovascular risk factors, lifestyle factors, including unhealthy diets, sedentary lifestyle, sleep deprivation and psychosocial stress, as well as inflammatory comorbidities, have been shown to activate trained immunity-like mechanisms in bone marrow haematopoietic stem cells. In this Review, we discuss the molecular and cellular mechanisms of trained immunity, its systemic regulation through haematopoietic progenitor cells in the bone marrow, and the activation of these mechanisms by cardiovascular disease risk factors. We also highlight other trained immunity features that are relevant for atherosclerotic cardiovascular disease, including the diverse cell types that show memory characteristics and transgenerational inheritance of trained immunity traits. Finally, we propose potential strategies for the therapeutic modulation of trained immunity to manage atherosclerotic cardiovascular disease.