Coronary heart disease (CHD) is preventable, but the methods for assessing risk and monitoring response rely on imprecise lipid-based assessments. Recently, we have shown that an integrated genetic–epigenetic test that includes three methylation-sensitive digital PCR assays predicts 3-year risk for incident CHD better than lipid-based methods. However, whether methylation sites change in response to therapies that alter CHD risk is not known. Therefore, we assessed methylation at these three incident CHD-related sites in DNA from 39 subjects before and after three months of biochemically verified smoking cessation, then analyzed the relationship between change in methylation at each of the sites to the change in smoking intensity as assessed by cg05575921 methylation. We found that, in those who quit smoking, methylation change at one CHD risk marker (cg00300879) was significantly associated with change in cg05575921 methylation (p < 0.04). We conclude that changes in incident CHD-related methylation occur within three months of cessation of smoking, a major risk factor for CHD. This suggests that the effectiveness of treatment of other CHD risk factors, such as high cholesterol, may be similarly quantifiable using epigenetic approaches. Further studies to determine the relationship of changes of methylation status in response to treatment of other CHD risk factors are indicated.