Glucagon-like peptide-1 receptor agonists (GLP-1 RAs) are considered the standard of care for type 2 diabetes in many countries worldwide. These molecules have profound anti-hyperglycaemic actions with a favourable safety profile. They are now being considered for their robust cardiovascular (CV) protective qualities in diabetic patients. Most recent CV outcome trials have reported that GLP-1 RAs reduce major adverse cardiovascular events (MACE). Furthermore, the GLP-1 RAs seem to target the atherosclerotic CV disease processes preferentially. GLP-1 RAs also improve a wide range of routinely measured surrogate markers associated with CV risk. However, mediation analysis suggests these modest improvements may contribute indirectly to the overall anti-atherogenic profile of the molecules but fall short in accounting for the significant reduction in MACE. This review explores the body of literature to understand the possible mechanisms that contribute to the CV protective profile of GLP-1 RAs.