Low-density lipoprotein (LDL) cholesterol (LDL-C) always underestimates the true cholesterol burden in diabetic patients. We aimed to explore the impact of the inclusion of apolipoprotein B (apoB) or non-high-density lipoprotein (HDL) cholesterol (non-HDL-C), which are alternative markers of LDL-related risk, results in a better classification of glycated hemoglobin (HbA1c)-defined diabetic patients into different dyslipidemic phenotypes. We used data from the nationwide China Health and Nutrition Survey 2009 in which standardized HbA1c was measured. The prevalence of abnormal LDL using non-HDL-cholesterol (74.1%) was similar to the prevalence rate using LDL-C (75.2%), whereas the prevalence was relatively lower when using apoB (69.6%). In normotriglyceridemic HbA1c-defined diabetic patients, apoB and non-HDL-C were not superior to LDL-C in detecting abnormal LDL. However, in hypertriglyceridemic patients, apoB and non-HDL-C were superior to LDL-C for the detection of abnormal lipid levels, but apoB was not superior to non-HDL-C in detecting abnormal LDL in hypertriglyceridemic participants. Both apoB and non-HDL-C identify high-risk dyslipidemic phenotypes that are not detected by LDL-C in hypertriglyceridemic HbA1c-defined diabetic patients, with the superiority of non-HDL-C over apoB.