Background Circulating lipoprotein lipids cause coronary heart disease (CHD). However, the precise way in which one or more lipoprotein lipid-related entities account for this relationship remains unclear. Using genetic instruments for lipoprotein lipid traits implemented through multivariable Mendelian randomisation (MR), we sought to compare their causal roles in the aetiology of CHD. Methods and findings We conducted a genome-wide association study (GWAS) of circulating non-fasted lipoprotein lipid traits in the UK Biobank (UKBB) for low-density lipoprotein (LDL) cholesterol, triglycerides, and apolipoprotein B to identify lipid-associated single nucleotide polymorphisms (SNPs). Using data from CARDIoGRAMplusC4D for CHD (consisting of 60,801 cases and 123,504 controls), we performed univariable and multivariable MR analyses. Similar GWAS and MR analyses were conducted for high-density lipoprotein (HDL) cholesterol and apolipoprotein A-I. The GWAS of lipids and apolipoproteins in the UKBB included between 393,193 and 441,016 individuals in whom the mean age was 56.9 y (range 39-73