Pyroptosis is a programmed mode of cell death. Activated caspase-1 can induce the occurrence of pyroptosis, promote the release of inflammatory factors, and trigger a violent inflammatory response. Depending on the type of caspase involved, pyroptosis can be divided into a caspase-1-mediated typical inflammasome pathway and a human caspase-4/5 (or mouse caspase-11)-mediated atypical inflammasome pathway. In recent years, studies have found that pyroptosis is closely related to the occurrence, development, and prognosis of atherosclerosis. This article reviews the roles and mechanisms of endothelial cells, vascular smooth muscle cells, and macrophage cells in the occurrence and development of atherosclerosis, with the aim of promoting new ideas for research into the pathogenesis, diagnosis, and treatment of atherosclerosis.