The risk of cardiovascular diseases (CVDs) is modulated by gene–diet interactions. The objective of this study was to examine whether gene–diet interactions affect peak particle diameters (PPD) of low-density lipoprotein (LDL). Methods: The study included 674 participants. A food frequency questionnaire was administered to obtain dietary information. LDL-PPD was determined by non-denaturing 2–16% polyacrylamide gradient gel electrophoresis. Peroxisome proliferator-activated receptor (PPAR) gene polymorphisms PPARα L162V (rs1800206), PPARγ P12A (rs1801282) and PPARδ –87T→C (rs2016520) were determined by PCR-RFLP. Results: Among carriers of thePPARα L162V polymorphism, gene–diet interaction effects on LDL-PPD were observed with saturated fat (p = 0.0005) and total dietary fat (p = 0.006). Among PPARα V162 carriers, subjects with higher saturated fat intakes had smaller LDL-PPD than those with lower intakes (254.23 ± 2.74 vs. 256.21 ± 2.61 Å, respectively, p = 0.007). Among subjects homozygous for the PPARα L162 allele, those with higher saturated fat intakes had larger LDL-PPD than those with lower saturated fat intakes (255.86 ± 2.66 vs. 255.05 ± 2.65 Å, respectively, p = 0.01). Gene–diet interactions were also found for PPARγ P12A polymorphism with saturated fat intake (p = 0.04) and for PPARδ –87T→C with the polyunsaturated/saturated fat ratio (p = 0.0013). Conclusions: These results stress that dietary factors should be included in studies determining the effect of different polymorphisms on CVD risk factors.