Coronary heart disease (CHD) is a dangerous condition that cannot be completely cured. Accurate detection of early coronary artery disease can assist physicians in treating patients. In this study, a prediction model called HY_OptGBM was proposed for predicting CHD by using the optimized LightGBM classifier. To optimize the LightGBM classifier, the hyperparameters of the LightGBM model were adjusted. In addition, its loss function was improved, and the model was trained using adjusted hyperparameters. In this study, the hyperparameters of the prediction model were optimized by applying the most advanced hyperparameter optimization framework (OPTUNA). The improved loss function is referred to as the focal loss (FL). In this study, a prediction model was evaluated by using CHD data from the Framingham Heart Institute. To evaluate the performance of the prediction model, various metrics, including precision, recall, F score, accuracy, MCC, sensitivity, specificity, and AUC, were used. The AUC value of the proposed model was 97.9%, which was better than that of other comparative models. The results demonstrate that the rate of early identification of CHD among the general population can be improved by utilizing the proposed method. This, in turn, could serve to mitigate the costs associated with the medical treatment of patients suffering from CHD.