Cardiovascular disease remains the primary cause of mortality for patients with type 2 diabetes, which is characterized by insulin resistance. The thiazolidinediones (TZDs), also known as glitazones, are one of the pharmacological approaches to improve insulin sensitivity. At present, there are two available TZDs: pioglitazone and rosiglitazone. The common target of action for TZDs is the nuclear peroxisome proliferator-activated receptor-γ (PPAR-γ) that regulates the gene transcription involved in adipocyte differentiation and glucose and lipid metabolism. TZDs have shown similar effects on glycemic control, as well as on weight gain, fluid retention, increased risk of heart failure, and leg and forearm fractures. However, TZDs have differential effects on cardiovascular disease. This article will review the differential effects of pioglitazone and rosiglitazone on cardiovascular risk factors and outcomes, as well as the potential differences between them. Based upon available evidence, pioglitazone has a beneficial effect on cardiovascular disease. By contrast, it seems that rosiglitazone increases cardiovascular risk. The difference in lipid profile may be the main factor accounting for the superiority of pioglitazone in reducing cardiovascular risk.