Genome-wide association studies show that cholesteryl ester transfer protein (CETP) single nucleotide polymorphisms (SNPs) are more strongly associated with HDL cholesterol (HDL-C) concentrations than any other loci across the genome. However, gene-environment interactions for clinical applications are still largely unknown. We studied gene-environment interactions between CETP SNPs and dietary fat intake, adherence to the Mediterranean diet, alcohol consumption, smoking, obesity, and diabetes on HDL-C in 4,210 high cardiovascular risk subjects from a Mediterranean population. We focused on the -4,502C>T and the TaqIB SNPs in partial linkage disequilibrium (D'= 0.88; P < 0.001). They were independently associated with higher HDL-C (P < 0.001); this clinically relevant association was greater when their diplotype was considered (14% higher in TT/B2B2 vs. CC/B1B1). No gene-gene interaction was observed. We also analyzed the association of these SNPs with blood pressure, and no clinically relevant associations were detected. No statistically significant interactions of these SNPs with obesity, diabetes, and smoking in determining HDL-C concentrations were found. Likewise, alcohol, dietary fat, and adherence to the Mediterranean diet did not statistically interact with the CETP variants (independently or as diplotype) in determining HDL-C. In conclusion, the strong association of the CETP SNPs and HDL-C was not statistically modified by diet or by the other environmental factors.