High-density cholesterol (HDL-C) levels are influenced by genetic variation in several genes. Low levels of HDL-C have been associated with increased risk of acute kidney injury (AKI). We investigated whether genetic polymorphisms in ten genes known to regulate HDL-C levels are associated with both HDL-C levels and AKI development during sepsis. Two cohorts were retrospectively analyzed: Derivation Cohort (202 patients with sepsis enrolled at the Emergency Department from 2011 to 2014 in Vancouver, Canada); Validation Cohort (604 septic shock patients enrolled into the Vasopressin in Septic Shock Trial (VASST)). Associations between HDL-related genetic polymorphisms and both HDL-C levels, and risk for clinically significant sepsis-associated AKI (AKI KDIGO stages 2 and 3) were evaluated. In the Derivation Cohort, one genetic variant in the Cholesteryl Ester Transfer Protein (CETP) gene, rs1800777 (allele A), was strongly associated with lower HDL-C levels (17.4 mg/dL vs. 32.9 mg/dL, P = 0.002), greater CETP mass (3.43 µg/mL vs. 1.32 µg/mL, P = 0.034), and increased risk of clinically significant sepsis-associated AKI (OR: 8.28, p = 0.013). Moreover, the same allele was a predictor of sepsis-associated AKI in the Validation Cohort (OR: 2.38, p = 0.020). Our findings suggest that CETP modulates HDL-C levels in sepsis. CETP genotype may identify patients at high-risk of sepsis-associated AKI.