Raising the cholesterol of high-density lipoprotein (HDL) particles is targeted as a cardiovascular disease prevention strategy. However, HDL particles are heterogeneous in composition and structure, which may relate to differences in antiatherogenic potential. We prospectively evaluated the association of HDL subclasses, defined by a recently proposed nomenclature, with incident coronary heart disease (CHD). Baseline HDL particle concentrations were measured by nuclear magnetic resonance spectroscopy and categorized into 5 subclasses (very large, large, medium, small, and very small) among 26 332 initially healthy women. During a median follow-up of 17 years, 969 cases of incident CHD (myocardial infarction, revascularization, and CHD death) were ascertained. In Cox models that adjusted for age, race/ethnicity, blood pressure, smoking, postmenopausal status, and hormone therapy, associations with incident CHD were inverse (P trend<0.0001) for concentrations of very large (hazard ratio for top versus bottom quartile, 0.49; 95% confidence interval, 0.41-0.60), large (0.54; 0.45-0.64), and medium (0.69; 0.58-0.83) HDL subclasses. Conversely, hazard ratios (95% confidence intervals) for small and very small HDL were 1.22 (1.01-1.46; P trend=0.08) and 1.67 (1.39-2.02; P trend<0.0001), respectively. However, after additionally adjusting for metabolic and lipoprotein variables, associations for the spectrum of large, medium, and small HDL subclasses were inverse (P trend<0.05 for large and small and 0.07 for medium), whereas subclasses at either end of the spectrum were not associated with CHD (P trend=0.97 for very large and 0.21 for very small HDL). In this prospective study, associations with incident CHD differed by HDL particle subclass, which may be relevant for developing HDL-modulating therapies. URL: http://www.clinicaltrials.gov. Unique identifier: NCT00000479.