Purpose. Coronary artery disease (CAD) is one of the major cardiovascular diseases and the leading cause of death globally. Blood lipid profile is associated with CAD early risk. Therefore, we aim to establish machine learning models utilizing blood lipid profile to predict CAD risk. Methods. In this study, 193 non-CAD controls and 2001 newly-diagnosed CAD patients (1647 CAD patients who received lipid-lowering therapy and 354 who did not) were recruited. Clinical data and the result of routine blood lipids tests were collected. Moreover, low-density lipoprotein cholesterol (LDL-C) subfractions (LDLC-1 to LDLC-7) were classified and quantified using the Lipoprint system. Six predictive models (k-nearest neighbor classifier (KNN), logistic regression (LR), support vector machine (SVM), decision tree (DT), multilayer perceptron (MLP), and extreme gradient boosting (XGBoost)) were established and evaluated by the confusion matrix, area under the receiver operating characteristic (ROC) curve (AUC), recall (sensitivity), accuracy, precision, and F1 score. The selected features were analyzed and ranked. Results. While predicting the CAD development risk of the CAD patients without lipid-lowering therapy in the test set, all models obtained AUC values above 0.94, and the accuracy, precision, recall, and F1 score were above 0.84, 0.85, 0.92, and 0.88, respectively. While predicting the CAD development risk of all CAD patients in the test set, all models obtained AUC values above 0.91, and the accuracy, precision, recall, and F1 score were above 0.87, 0.94, 0.87, and 0.92, respectively. Importantly, small dense LDL-C (sdLDL-C) and LDLC-4 play pivotal roles in predicting CAD risk. Conclusions. In the present study, machine learning tools combining both clinical data and blood lipid profile showed excellent overall predictive power. It suggests that machine learning tools are suitable for predicting the risk of CAD development in the near future.