Pyroptosis is a pro-inflammatory form of death, which depends on the enzymatic activation of inflammatory proteases that belong to the family of cysteine-dependent aspartate-specific protease (Caspases). It is characterized by pore formation, plasma membrane rupture, cellular contents and pro-inflammatory mediators entering extracellular space, leading to inflammation and cell death. The inflammasome-activated Caspase-1 plays an important role in the induction of pyroptosis. Recent reports showed that pyroptosis plays an important role in atherosclerosis. This review article describes the pyroptosis and its mechanism, the progresses of study on the pyroptosis of macrophage and endothelial cell, and the relationship between pyroptosis and atherosclerosis.