Apolipoprotein E knock out (ApoE−/−) mice, the widely used model for atherosclerosis, exhibits anti-obesity characteristics due to the impaired lipoprotein internalization. Since excessive accumulation of triglycerides and cholesterol in white adipose tissue (WAT) is shown to increase the risk of metabolic diseases, we investigated the effects of dietary high-fat high-cholesterol (HFHC) on gene expression profile and the possible role of cholesterol accumulation in WAT of ApoE−/− mice. Control (CON) and HFHC diets were provided to wild-type mice (WC, WH) and ApoE−/− mice (EC, EH) for 10 weeks. Although body and WAT weights were lower in the ApoE−/− group compared to the wild-type group, increases in cholesterol and lipid peroxides in WAT were only observed in the ApoE−/− group. Transcriptome analysis revealed 3660 and 839 differentially expressed genes (DEGs) in the EC/WC and EH/WH comparison, respectively. “Thermogenesis” and “Oxidative phosphorylation” KEGG pathways were found in the EC/WC comparison, but not in the EH/WH comparison. We identified 142 and 2585 DEGs in the WH/WC and EH/EC comparison respectively, indicating a stronger effect of HFHC on WAT of ApoE−/− mice. Gene ontology analysis of DEGs revealed the association of DEGs with “Regulation of inflammatory response” term, in the EH/EC comparison, but not in the WH/WC comparison. Especially, genes encoding scavenger receptors and toll-like receptors were associated with cholesterol and lipid peroxide levels in WAT of ApoE−/− mice, but not in wild-type mice. In conclusion, changes in gene expression profile of WAT were more pronounced in ApoE−/− mice compared to wild-type mice in response to HFHC, and these altered genes were related to inflammatory response. These data suggest that increased cholesterol accumulation in WAT by dietary HFHC may play a pivotal role in the regulation of gene expression in ApoE−/− mice.