Both lipoprotein-associated phospholipase A(2) (Lp-PLA(2)) activity, a biomarker of inflammation, and concentration of its primary associated lipoprotein, LDL, are correlated with adverse coronary outcomes. We previously reported a quantitative trait locus (QTL) corresponding to HSA2p24.3-p23.2 with pleiotropic effects on Lp-PLA(2) activity and LDL-cholesterol (LDL-C) concentration in baboons fed a basal diet. Here, our goal was to locate pleiotropic QTLs influencing both traits in the same baboons fed a high-cholesterol, high-fat (HCHF) diet, and to assess whether shared genetic effects on these traits differ between diets. We assayed Lp-PLA(2) activity and LDL-C concentration in 683 baboons fed the HCHF diet. We used a bivariate maximum likelihood-based variance components approach in whole-genome linkage screens to locate a QTL [logarithm of odds (LOD) = 3.13, genome-wide P = 0.019] corresponding to HSA19q12-q13.2 with pleiotropic effects on Lp-PLA(2) activity and LDL-C levels in the HCHF diet. We additionally found significant evidence of genetic variance in response to diet for Lp-PLA(2) activity (P = 0.0017) and for LDL-C concentration (P = 0.00001), revealing a contribution of genotype-by-diet interaction to covariation in these two traits. We conclude that the pleiotropic QTLs detected at 2p24.3-p23.2 and 19q12-q13.2 on the basal and HCHF diets, respectively, exert diet-specific effects on covariation in Lp-PLA(2) activity and LDL-C concentration.