Estrogens, and in particular 17β-estradiol (E2), play a pivotal role in sexual development and reproduction and are also implicated in a large number of physiological processes including the cardiovascular system. Although epidemiological studies and Nurses' Health Study suggested, and all animal models of early atheroma clearly demonstrated a vasculoprotective action of both endogenous and exogenous estrogens, the Women's Health Initiative did not confirm the preventive action of estrogens against coronary heart disease (CHD). However, women who initiated hormone therapy closer to menopause tended to have reduced CHD risk compared with increased CHD risk among women more distant from menopause. Thus, it is now mandatory to try to understand the mechanisms that could have influenced the actions of estrogens at various stages of atherosclerosis and/or of life. In this current review, we will summarize our understanding of the potential cellular targets and mechanisms of the vasculoprotective actions of estrogens, as well as of the lack of action of estrogens when administered after a period of hormonal deprivation. The mechanisms of the aggravating role of progestogens such as medroxyprogesterone acetate will be considered. Finally, we will analyze the possibilities to uncouple some beneficial from other undesirable actions following the partial/selective activation of estrogen receptors.