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Objective: For decades, it has been suggested that small dense low‐density lipoprotein (sdLDL) may be particularly atherogenic. High levels of sdLDL are associated with an increased risk of ischemic heart disease; however, the association of sdLDL with ischemic stroke has not been explored in a large prospective study on the general population. We tested the hypothesis that high sdLDL cholesterol levels are associated with an increased risk of ischemic stroke. Methods: This prospective study included 38,319 individuals from the Copenhagen General Population Study with fresh sample measurements of sdLDL cholesterol. Median follow‐up time was 3.1 years. We observed 302 and 74 ischemic and hemorrhagic strokes from baseline in 2013 to 2017 to the end of follow‐up in 2018. For comparison, we included estimates for large buoyant LDL cholesterol and total LDL cholesterol. Results: Higher levels of sdLDL cholesterol were log‐linearly associated with increased risk of ischemic stroke. Compared with individuals with sdLDL cholesterol in the lowest tertile (≤0.60 mmol/l; ≤23 mg/dl) the multivariable adjusted hazard ratio for ischemic stroke was 1.79 (95% confidence interval = 1.31–2.43) for the highest tertile (≥0.86 mmol/l; ≥33 mg/dl). Multivariable adjusted hazard ratios for ischemic stroke per 1 mmol/l (38.7 mg/dl) higher levels were 1.69 (1.28–2.22) for sdLDL cholesterol, 0.95 (0.78–1.16) for large buoyant LDL cholesterol, and 1.08 (0.93–1.25) for total LDL cholesterol. Hazard ratios were similar when further adjusting for body mass index (BMI) and diabetes mellitus in the biological pathway in combination with related lipids and lipoproteins. Interpretation: Higher sdLDL cholesterol levels were robustly associated with increased risk of ischemic stroke. ANN NEUROL 2023;93:952–964 [ABSTRACT FROM AUTHOR]