The physiological recruitment of circulating lymphocytes from the blood into secondary lymphoid tissues is an essential homeostatic mechanism for the immune system because it allows lymphocytes to encounter efficiently both their specific cognate antigen and the regulatory cells with which they need to interact, to initiate, maintain, and terminate immune responses appropriately. This constitutive lymphocyte trafficking is mediated by high endothelial venules (HEVs), which are present in secondary lymphoid tissues other than the spleen. There is growing evidence that lymphocyte trafficking across HEVs involves at least three steps, namely, (i) tethering/rolling, (ii) arrest/firm adhesion/intraluminal crawling, and (iii) transendothelial migration (TEM). Although the mechanisms underlying the first two steps have been determined relatively well, the mechanism regulating TEM is only partially understood. In particular, the molecular mechanism driving lymphocyte movement from the apical to the basolateral surface of the endothelial cells (ECs) of HEVs remains ill defined. This step is crucial for successful lymphocyte extravasation, and is thus an important target for therapeutic intervention in various immunological diseases. Here, we review the molecular mechanisms governing lymphocyte-HEV interactions, and highlight possible roles for two HEV proteins, i.e., nepmucin/CD300g and autotaxin, in lymphocyte TEM.