Trained immunity is a recently described phenomenon whereby innate immune cells undergo functional reprogramming in response to microbial products, vaccines, or other stimuli, leading them to mount a sensitized nonspecific response to subsequent stimulation. While it is essential for the host response to pathogens, many diseases are the product of excessive or chronic inflammation. Atherosclerosis is a disease characterized by chronic low-grade inflammation of the arterial wall leading to plaque formation, where macrophages are the most abundant cell regulating plaque progression and stability. Recent studies have revealed a role for endogenous compounds related to atherosclerosis in the induction of trained immunity, which can enhance the expression of genes implicated in atherosclerosis and associated cardiovascular disease. Accelerated atherosclerosis remains the principal cause of morbidity and premature mortality in patients with diabetes, and the burden of vascular complications is greatly enhanced by prior periods of inadequate control of blood glucose. Recent findings suggest that long-term changes in bone marrow myeloid progenitors, similar to those induced by microbial products or high cholesterol diets in mice, may help to explain the chronic inflammatory state driving atherosclerosis and cardiovascular risk that exists for patients with diabetes despite improved metabolic control. From an immunometabolic perspective, we speculate that changes supporting the trained macrophage phenotype, such as up-regulation of glycolysis, indicate that a high glucose environment could enhance the pro-inflammatory consequences of trained immunity thereby contributing to the accelerated progression of atherosclerosis in patients with diabetes.