To investigate the dependence of HDL quantitative trait loci (QTL) on sex and diet, we generated a large intercross population of mice from parental strains SM/J and NZB/BlNJ. We measured HDL levels in progeny fed a chow diet and measured them again after 6, 12, and 16 weeks of feeding a high-fat, high-cholesterol diet. QTL analysis was performed on the 260 female and 253 male F(2) progeny. A total of 13 significant QTL were found. Four QTL were specific to female mice: Hdlq23 (Chr 6, 26 cM), Hdlq26 (Chr 10, 70 cM), Hdlq27 (Chr 15, 48 cM), and Hdlq32 (Chr 19, 40 cM). One significant QTL was specific to male mice: Hdlq29 (Chr 17, 36 cM). In addition, several QTL were found to have effects that were dependent on diet. Sex- and diet-dependent effects were characterized using a linear model-based genome scan method that avoids the potential pitfalls of subdivided data analysis. The dependence of QTL effects on sex suggests an important role for the sex hormones in HDL regulation. We recommend that sex should be explicitly accounted for in future studies in the genetics of HDL regulation in both mice and humans.