Objective: Low-density lipoproteins (LDL) are a heterogeneous group of particles, with small, dense particles being more atherogenic. It remains controversial whether elevated plasma levels of small dense LDL (sd-LDL) are risk factors for stroke. The aim of the present study was to examine the plasma levels of sd-LDL in patients with stroke and to investigate the associations in a large Chinese case-control study. Methods: We recruited 299 stroke patients (159 cerebral thrombosis, 42 lacunar infarction, 98 intracerebral hemorrhage) and 299 controls. The semiquantitative analysis of plasma levels of sd-LDL was performed by nondenaturing gradient gel electrophoresis. Results: (1) The plasma levels of sd-LDL in patients with ischemic stroke or hemorrhagic stroke were higher than in controls. (2) Multiple regression analysis showed that there were significant relationships between sd-LDL and triglyceride, high-density lipoprotein cholesterol, LDL cholesterol, systolic blood pressure and history of diabetes, and a significant relationship between sd-LDL and stroke (r = 0.286, p < 0.001) even after adjusting for these factors. (3) Compared with the controls, the calculation of odds ratios indicated relative risk estimates of 3.111 for ischemic stroke (OR = 3.111 , 95% CI = 1.891–5.117, p < 0.001) and 3.164 for hemorrhagic stroke (OR = 3.164, 95% CI = 1.632–6.137, p < 0.01). Conclusion: Plasma sd-LDL was independently associated with both thrombotic and hemorrhagic stroke, suggesting it may be an independent predictor of as well as a risk factor for stroke in Chinese people, justifying clinical trials for primary and secondary prevention of stroke using statins or fibrates.