Sclerostin, as a bone-derived secreted glycoprotein, is a suppressor of Wnt signaling pathway. Recently, adverse cardiovascular events in the treatment of osteoporosis with sclerostin inhibitors have raised concerns about the association of sclerostin with atherosclerotic heart disease. Whether the role of sclerostin in atherosclerotic heart disease is harmful or beneficial is not clear. This article reviews the progress of the mechanisms of sclerostin in vascular calcification and atherosclerotic heart disease, focusing on the relationship between sclerostin and vascular calcification, the impact of its concentration changes on atherosclerotic heart disease, and the effect of sclerostin inhibitor on cardiovascular events.