Observational studies have identified gout patients are often comorbid with dyslipidemia. However, the relationship between dyslipidemia and gout is still unclear. We first performed Mendelian randomization (MR) to evaluate the causal effect of four lipid traits on gout and serum urate based on publicly available GWAS summary statistics (n ~100,000 for lipid, 69,374 for gout and 110,347 for serum urate). MR showed each standard deviation (SD) (~12.26 mg/dL) increase in HDL resulted in about 25% (95% CI 9.0%-38%, p = 3.31E-3) reduction of gout risk, with 0.09 mg/dL (95% CI: -0.12 to -0.05, p = 7.00E-04) decrease in serum urate, and each SD (~112.33 mg/dL) increase of TG was associated with 0.10 mg/dL (95% CI: 0.06-0.14, p = 9.87E-05) increase in serum urate. Those results were robust against various sensitive analyses. Additionally, independent effects of HDL and TG on gout/serum urate were confirmed with multivariable MR. Finally, mediation analysis demonstrated HDL or TG could also indirectly affect gout via the pathway of serum urate. In conclusion, our study confirmed the causal associations between HDL (and TG) and gout, and further revealed the effect of HDL or TG on gout could also be mediated via serum urate.