Smaller low-density lipoprotein (LDL) size has recently been reported as a non-traditional lipid risk factor for coronary artery disease (CAD). Cholesteryl ester transfer protein (CETP) and the C/T hepatic lipase (HL) gene polymorphism may promote LDL size reduction via the CETP-mediated exchange of CE for triglyceride (TG) and subsequent HL-mediated TG hydrolysis in LDL. However, little is known about LDL size status and its relationship with CAD prevalence in haemodialysis (HD) patients who are at high risk for atherosclerosis. CETP levels, HL genotypes and LDL size were determined, and the determinants of LDL size and its association with CAD prevalence in HD patients (n = 236) aged over 30 years were investigated. The HD patients had a similar LDL size to the healthy subjects. In the HD group, high-density lipoprotein cholesterol was an independent positive determinant of LDL size, while log(10) (TG) was an independent negative determinant in the high (≥2.1 µg/mL) but not low (<2.1 µg/mL) CETP group. In the patients with hypertriglyceridemia, the high CETP group had a significantly smaller LDL size than the low CETP group. Among the patients with above-median TG levels, the CC genotype and CETP were independent negative determinants of LDL size. In the whole group and the high CETP group, the patients with CAD had a significantly smaller LDL size than those without CAD. Finally, DM and smaller LDL size were identified as independent risk factors for CAD prevalence. These suggest that a smaller LDL size, which is associated with higher levels of TG and CETP and the HL/CC genotype, may serve as a risk factor for CAD in HD patients.