Aim To investigate the relationship between small and dense low density lipoprotein cholesterol (sdLDLC) and atherogenic index of plasma (AIP) in patients with coronary heart disease (CHD). Methods A total of 525 patients admitted to our hospital due to chest pain and chest tightness from September 2019 to June 2020 and suspected CHD underwent coronary angiography were retrospectively collected as the research subjects. According to coronary angiography results, they were divided into CHD group (n＝422) and non-CHD group (n＝103). At the same time, they were divided into three groups according to AIP tertiles:AIP≤－0.056 group (n＝176), －0.056＜AIP＜0.208 group (n＝175), AIP≥0.208 group (n＝174). Each lipid index was measured and AIP was calculated. sdLDLC and AIP levels were compared between CHD group and non-CHD group. Influencing factors for AIP and risk factors for CHD were analyzed. Results The sdLDLC, AIP, low density lipoprotein (LDL) subtype LDL3, LDL4 in CHD group were significantly higher than those in non-CHD group, and the LDL1, high density lipoprotein cholesterol in CHD group were significantly lower than those in non-CHD group (P＜0.05). With the increase of AIP, sdLDLC and LDL4 increased significantly, while LDL1 and LDL2 decreased significantly (P＜0.001). Multiple linear regression analysis showed that sdLDLC and history of hypertension were independent influencing factors of AIP (P＜0.05). Multivariate Logistic regression analysis showed that sdLDLC and AIP were independent risk factors for CHD (P＜0.05). Conclusion There is a significant positive correlation between sdLDLC and AIP in CHD patients, and sdLDLC and AIP are independent risk factors for CHD.