Antihypertensive agents exert different effects on insulin sensitivity, lipids and haemostasis. However, most studies assessing these effects were small and short-term yielding conflicting results. Moreover, it has not been established whether the impact of antihypertensive drugs on insulin sensitivity, lipids, thrombosis and fibrinolysis adds to or attenuates vascular risk reduction. On the other hand, new onset type 2 diabetes mellitus (T2DM) appears to be more frequent in patients treated with β-blockers and diuretics, whereas angiotensin converting enzyme inhibitors and angiotensin receptor blockers might reduce the risk for T2DM and calcium channel blockers have a neutral effect. Therefore, the risk of developing T2DM should be considered when selecting an antihypertensive agent. This review discusses the differential effects of antihypertensive drugs on insulin sensitivity, lipids and haemostasis and considers their association with vascular risk.