The thiazolidinediones (TZDs) rosiglitazone (ROS) and pioglitazone (PIO) are insulin-sensitising agents widely used to treat patients with type 2 diabetes mellitus (T2DM). Thiazolidinediones significantly improve glycaemic control in diabetics by reduced fasting glucose, insulin and glycated haemoglobin and they delay the progression of insulin resistance/impaired glucose tolerance into T2DM. It is well recognized that adequate glycaemic control and subsequent amelioration of hyperinsulinaemia and hyperglycaemia can delay the onset of vascular complications. TZDs, however, also have a number of anti-atherogenic effects independent of their influences on glucose and insulin metabolism. They improve lipid profiles, lower blood pressure, have anti-inflammatory properties, improve endothelial function and increase large artery compliance in patients with type 2 diabetes mellitus. When compared to rosiglitazone, pioglitazone has more favourable effects on the lipid profiles of patients with T2DM. The disease preventive actions of TZDs may be the result of their agonistic effects on peroxisome proliferator-activated receptors (PPARs), ligand-activated transcription factors that regulate the expression of numerous genes and affect metabolism and vascular parameters. Thiazolidinediones, provide an effective treatment for populations with insulin resistance which is at high risk of developing cardiovascular disease. This paper discusses the differences between ROS and PIO and explores their anti-atherogenic effects with particular focus on post-menopausal women with type 2 diabetes mellitus.