HDL regulation is exerted at multiple levels including regulation at the level of transcription initiation by transcription factors and signal transduction cascades; regulation at the posttranscriptional level by microRNAs and other noncoding RNAs which bind to the coding or noncoding regions of HDL genes regulating mRNA stability and translation; as well as regulation at the posttranslational level by protein modifications, intracellular trafficking, and degradation. The above mechanisms have drastic effects on several HDL-mediated processes including HDL biogenesis, remodeling, cholesterol efflux and uptake, as well as atheroprotective functions on the cells of the arterial wall. The emphasis is on mechanisms that operate in physiologically relevant tissues such as the liver (which accounts for 80% of the total HDL-C levels in the plasma), the macrophages, the adrenals, and the endothelium. Transcription factors that have a significant impact on HDL regulation such as hormone nuclear receptors and hepatocyte nuclear factors are extensively discussed both in terms of gene promoter recognition and regulation but also in terms of their impact on plasma HDL levels as was revealed by knockout studies. Understanding the different modes of regulation of this complex lipoprotein may provide useful insights for the development of novel HDL-raising therapies that could be used to fight against atherosclerosis which is the underlying cause of coronary heart disease.