Triglycerides are insoluble in water and yet are transported at milligram per millilitre concentrations in the bloodstream. This is made possible by the ability of the liver and intestine to assemble lipid–protein emulsions (i.e. lipoproteins), which transport hydrophobic molecules. The assembly of triglyceride-rich lipoproteins requires the coordination of protein and lipid synthesis, which occurs on the cytoplasmic surface of the endoplasmic reticulum (ER), and their concerted assembly and translocation into the luminal ER secretory pathway as nascent lipoprotein particles. The availability of lipid substrate for triglyceride production and the machinery for lipoprotein assembly are highly sensitive to nutritional, hormonal, and genetic modulation. Disorders in lipid metabolism or an imbalance between lipogenesis and lipoprotein assembly can lead to hyperlipidemia and/or hepatic steatosis. We selectively review recently-identified machinery, such as transcription factors and nuclear hormone receptors, which provide new clues to the regulation of lipoprotein secretion.