Purpose: Cardiovascular disease (CVD) is a major worldwide health burden. As the risk factors of CVD, hypertension, and hyperlipidemia are most mentioned. Early stage hypertension in the population with dyslipidemia is an important public health hazard. This study was the application of data-driven machine learning (ML), demonstrating complex relationships between risk factors and outcomes and promising predictive performance with vast amounts of medical data, aimed to investigate the association between dyslipidemia and the incidence of early stage hypertension in a large cohort with normal blood pressure at baseline. Methods: This study analyzed annual health screening data for 71,108 people from 2005 to 2017, including data for 27 risk-related indicators, sourced from the MJ Group, a major health screening center in Taiwan. We used five machine learning (ML) methods—stochastic gradient boosting (SGB), multivariate adaptive regression splines (MARS), least absolute shrinkage and selection operator regression (Lasso), ridge regression (Ridge), and gradient boosting with categorical features support (CatBoost)—to develop a multi-stage ML algorithm-based prediction scheme and then evaluate important risk factors at the early stage of hypertension, especially for groups with high-density lipoprotein cholesterol (HDL-C) and low-density lipoprotein cholesterol (LDL-C) levels within or out of the reference range. Results: Age, body mass index, waist circumference, waist-to-hip ratio, fasting plasma glucose, and C-reactive protein (CRP) were associated with hypertension. The hemoglobin level was also a positive contributor to blood pressure elevation and it appeared among the top three important risk factors in all LDL-C/HDL-C groups; therefore, these variables may be important in affecting blood pressure in the early stage of hypertension. A residual contribution to blood pressure elevation was found in groups with increased LDL-C. This suggests that LDL-C levels are associated with CPR levels, and that the LDL-C level may be an important factor for predicting the development of hypertension. Conclusion: The five prediction models provided similar classifications of risk factors. The results of this study show that an increase in LDL-C is more important than the start of a drop in HDL-C in health screening of sub-healthy adults. The findings of this study should be of value to health awareness raising about hypertension and further discussion and follow-up research.