Background: The associations of high-density lipoprotein (HDL) level and functionality with lipid metabolism, inflammation, and innate immunity in coronary artery disease (CAD) remain controversial. The differential expression of a set of genes related to HDL metabolism (24 genes) and atherogenesis (41 genes) in peripheral blood mononuclear cells (PBMC) from CAD and control patients with varied HDL cholesterol (HDL-C) levels was compared. Methods: 76 male patients 40–60 years old with CAD diagnosed by angiography and 63 control patients were divided into three groups with low, normal (1.0–1.4 mM), and increased HDL-C levels. Transcript levels were measured by real-time PCR. The differentially expressed genes (DEGs) and associated metabolic pathways were analyzed for three groups, with prevalent CAD as an outcome. Results: The common feature was the increased odds ratio values for liver X receptor (LXR) gene expression for three patient groups. CAD patients with low HDL-C possessed 24 DEGs with lower expression of genes involved in cholesterol efflux, and down-regulated SREBF1 and ABCG1 are suggested as gene signatures. CAD patients with normal HDL-C possessed nine DEGs with down-regulated ITGAM and ALB as gene signatures. CAD patients with increased HDL-C possessed 19 DEGs with down-regulated APOA1 and HMGCR as gene signatures. With gene expression signatures, one standard deviation higher average gene expressions were associated with 5.1-, 48.8-, and 38.9-fold fewer CAD cases for three patient groups. As HDL-C increased in CAD patients, the expression of ABCG1, CUBN, and HDLBP genes increased, while the expression of HMGCR and NPC2 genes, involved in cholesterol synthesis and trafficking, decreased. The expression of CD14, CD36, S100A8, S100A9, S100A12, TLR5, TLR8, and VEGFA genes, involved in angiogenesis and inflammation mainly via nuclear factor-κB (NF-κB), decreased. Conclusions: The increased accumulation of cholesteryl ester in PBMC from patients with low HDL-C was suggested. This assumption contrasts with the suggested accumulation of free cholesterol in PBMC from patients with increased HDL-C, concomitant with suppression of cholesterol synthesis and traffic to the plasma membrane, and with an inflammatory state controlled by depressed CD36-mediated and upregulated apoE-mediated immunometabolic signaling. Gene signatures may be used for the diagnosis, prognosis, and treatment of CAD in dependence on HDL-C levels.