Low-density lipoprotein (LDL) extracted from hen egg yolk has recently been considered to be superior to whole egg yolk in sperm cryopreservation of various animal species. Meanwhile, there was a notion that high-density lipoprotein (HDL) in egg yolk may have a negative effect on post-thaw survival. The role of LDL and HDL in sperm cryopreservation of rhesus monkeys has not been explored. The present study evaluates their effect in comparison with egg yolk with or without the addition of permeable cryoprotectant (glycerol) on sperm cryopreservation of rhesus macaques. In addition, various additives intended to change the lipid composition of LDL-sperm membrane complex have also been tested for their effectiveness in preserving post-thaw viability. Our findings indicated that LDL is the main component in egg yolk that is responsible for its protective role for sperm cryopreservation in rhesus monkeys. Regardless of the presence or absence of glycerol, the protective role of LDL is similar to that of egg yolk and we did not observe any superiority in post-thaw survival with LDL when compared to egg yolk. Modifying the lipid composition of LDL-sperm membrane complex with the addition of cholesterol, cholesterol loaded cyclodextrin and phosphatidylcholine also did not yield any improvements in post-thaw survival; while addition of methyl-β-cyclodextrin reduced post-thaw motility. HDL plays a neutral role in sperm cryopreservation of rhesus monkeys. The present study suggests that egg yolk may still hold advantages when compared with LDL as effective components in extenders for sperm cryopreservation in rhesus monkeys.