Hepatocyte nuclear factor 4α (HNF4α) is a nuclear transcription factor mainly expressed in the liver, intestine, kidney, and pancreas. Many of its hepatic and pancreatic functions have been described, but limited information is available on its role in the gastrointestinal tract. The objectives of this study were to evaluate the anti-inflammatory and antioxidant functions of HNF4α as well as its implication in intestinal lipid transport and metabolism. To this end, the HNF4A gene was knocked down by transfecting Caco-2 cells with a pGFP-V-RS lentiviral vector containing an shRNA against HNF4α. Inactivation of HNF4α in Caco-2 cells resulted in the following: (a) an increase in oxidative stress as demonstrated by the levels of malondialdehyde and conjugated dienes; (b) a reduction in secondary endogenous antioxidants (catalase, glutathione peroxidase, and heme oxygenase-1); (c) a lower protein expression of nuclear factor erythroid 2-related factor that controls the antioxidant response elements-regulated antioxidant enzymes; (d) an accentuation of cellular inflammatory activation as shown by levels of nuclear factor-κB, interleukin-6, interleukin-8, and leukotriene B4; (e) a decrease in the output of high density lipoproteins and of their anti-inflammatory and anti-oxidative components apolipoproteins (apo) A-I and A-IV; (f) a diminution in cellular lipid transport revealed by a lower cellular secretion of chylomicrons and their apoB-48 moiety; and (g) alterations in the transcription factors sterol regulatory element-binding protein 2, peroxisome proliferator-activated receptor α, and liver X receptor α and β. In conclusion, HNF4α appears to play a key role in intestinal lipid metabolism as well as intestinal anti-oxidative and anti-inflammatory defense mechanisms.