This prospective study examined the association between HDL particle size and coronary heart disease (CHD) risk. Healthy participants of the EPIC-Norfolk cohort who developed CHD were matched with controls who remained free of CHD over the follow-up period of 6 years. In both men and women, a higher HDL particle size was associated with a favourable risk profile while smaller HDL particle size was predictive of an unfavourable cardiometabolic risk profile. A higher HDL particle size was also associated with a lower CHD risk but this association was largely explained by traditional risk factors. In fact, plasma HDL cholesterol levels were found to be the best correlate of HDL particle size. In conclusion, small dense HDL particles is another feature of the dyslipidemic state associated with an altered cardiometabolic profile. The increased risk of CHD related to small HDL particle size is likely to be captured by the assessment of traditional risk factors such as low plasma HDL cholesterol.