Background: Apolipoprotein A-I (apoA-I) in high-density lipoprotein (HDL) is a key protein for the transport of cholesterol from the vascular wall to the liver. The formation and structure of nascent HDL, composed of apoA-I and phospholipids, is critical to this process. Methods: The HDL was assembled in vitro from apoA-I, cholesterol and 1-palmitoyl-2-oleoyl-sn-glycero-3-phosphocholine (POPC) at a 1:4:50 molar ratio. The structure of HDL was investigated in vitreous samples, frozen at cryogenic temperatures, as well as in negatively stained samples by transmission electron microscopy. Low resolution electron density maps were next used as restraints in biased Monte Carlo simulations of apolipoprotein A-I dimers, with an initial structure derived from atomic resolution X-ray structures. Results: Two final apoA-I structure models for the full-length structure of apoA-I dimer in the lipid bound conformation were generated, showing a nearly circular, flat particle with an uneven particle thickness. Conclusions: The generated structures provide evidence for the discoidal, antiparallel arrangement of apoA-I in nascent HDL, and propose two preferred conformations of the flexible N-termini.