Low high-density lipoprotein cholesterol (HDL-C) is associated with an increased risk of coronary heart disease (CHD). This study aimed to evaluate the effects of capsaicin intervention on the serum lipid profile in adults with low HDL-C. In a randomized, double-blind, controlled clinical trial, 42 eligible subjects were randomly assigned to the capsaicin (n = 21, 4 mg of capsaicin daily) or to the control group (n = 21, 0.05 mg of capsaicin daily) and consumed two capsaicin or control capsules, which contained the powder of the skin of different peppers, twice daily for three months. Thirty-five subjects completed the trial (18 in the capsaicin group and 17 in the control group). The baseline characteristics were similar between the two groups. Compared with the control group, fasting serum HDL-C levels significantly increased to 1.00 ± 0.13 mmol/L from 0.92 ± 0.13 mmol/L in the capsaicin group (p = 0.030), while levels of triglycerides and C-reactive protein and phospholipid transfer protein activity moderately decreased (all p < 0.05). Other lipids, apolipoproteins, glucose, and other parameters did not significantly change. In conclusion, capsaicin improved risk factors of CHD in individuals with low HDL-C and may contribute to the prevention and treatment of CHD.