The main lifestyle interventions to modify serum HDL cholesterol include physical exercise, weight loss with either caloric restriction or specific dietary approaches, and smoking cessation. Moderate alcohol consumption can be permitted in some cases. However, as these interventions exert multiple effects, it is often difficult to discern which is responsible for improvement in HDL outcomes. It is particularly noteworthy that recent data questions the use of HDL cholesterol as a risk factor and therapeutic target since randomised interventions and Mendelian randomisation studies failed to provide evidence for such an approach. Therefore, these current data should be considered when reading and interpreting this review. Further studies are needed to document the effect of lifestyle changes on HDL structure-function and health.