We conducted a cross-sectional study in a Spanish population (n = 1,029) to investigate associations between the LPL and APOC3 gene loci (LPL-HindIII, LPL-S447X, and APOC3-SstI) and plasma lipid levels and their interaction with APOE polymorphisms and smoking. Carriers of the H(-) or the X447 allele had higher levels of HDL cholesterol (HDL-C), and lower levels of TG, after adjustment for age, body mass index, alcohol, smoking, exercise, and education (P < 0.01). The APOC3 polymorphism presented additive effects to the LPL variants on TG and HDL-C levels in men, and on TG in women. The most and the least favorable haplotype combinations were H(-)/X447/S1 and H(+)/S447/S2, respectively. These combinations accounted for 7% and 5% of the variation in HDL-C and TG in men, and 3% and 4% in women. There was a significant interaction between APOE and LPL variants and HDL-C levels in both genders (P < 0.05). The increases in HDL-C observed for the rare alleles were higher in epsilon4 than in epsilon3 subjects, and absent in epsilon2 individuals. This effect was modulated by smoking (interaction HindIII-APOE-smoking, P = 0.019), indicating that smoking abolished the increase in HDL-C levels observed in epsilon4/H(-) subjects. Understanding this gene-gene-environmental interaction may facilitate preventive interventions to reduce coronary artery disease risk.