This study was designed to explore the inductive effect of glycated high‐density lipoprotein (gly‐
HDL
) on endoplasmic reticulum (
ER
) stress‐C/
EBP
homologous protein (
CHOP
)‐mediated macrophage apoptosis and its relationship with autophagy. Our results showed that gly‐
HDL
caused macrophage apoptosis with concomitant activation of
ER
stress pathway, including nuclear translocation of activating transcription factor 6, phosphorylation of protein kinase‐like
ER
kinase (
PERK
) and eukaryotic translation initiation factor 2α, and
CHOP
up‐regulation, which were inhibited by 4‐phenylbutyric acid (
PBA
, an
ER
stress inhibitor) and the gene silencing of
PERK
and
CHOP
. Similar data were obtained from macrophages treated by
HDL
isolated from diabetic patients. Gly‐
HDL
induced macrophage autophagy as assessed by up‐regulation of beclin‐1, autophagy‐related gene 5 and microtubule‐associated protein one light chain 3‐
II
, which were depressed by
PBA
and
PERK
si
RNA
. Gly‐
HDL
‐induced apoptosis,
PERK
phosphorylation and
CHOP
up‐regulation were suppressed by rapamycin (an autophagy inducer), whereas aggravated by 3‐methyladenine (an autophagy inhibitor) and beclin‐1 si
RNA
. Administration of diabetic apoE
−/−
mice with rapamycin attenuated
MOMA
‐2 and
CHOP
up‐regulation and apoptosis in atherosclerotic lesions. These data indicate that gly‐
HDL
may induce macrophage apoptosis through activating
ER
stress‐
CHOP
pathway and
ER
stress mediates gly‐
HDL
‐induced autophagy, which in turn protects macrophages against apoptosis by alleviating
CHOP
pathway.