Low plasma levels of high-density lipoprotein cholesterol (HDL-C) are identified as a risk factor for cardiovascular disease (CVD). Sexual dimorphism, however, is widely reported in both HDL-C and CVD, with the underlying explanations of these sexual differences not fully understood. HDL-C is a complex trait influenced by both genes and dietary factors. Here we examine evidence for a sex-specific effect of APOE and the macronutrient carbohydrate on HDL-C, triglycerides (TG) and apoprotein A-1 (ApoA-1) in a sample of 326 male and 423 female participants of the Strong Heart Family Study (SHFS). Using general estimating equations in SAS to account for kinship correlations, stratifying by sex, and adjusting for age, body mass index (BMI) and SHS center, we examine the relationship between APOE genotype and carbohydrate intake on circulating levels of HDL-C, TG, and ApoA-1 through a series of carbohydrate-by-sex interactions and stratified analyses. APOE-by-carbohydrate intake shows significant sex-specific effects. All males had similar decreases in HDL-C levels associated with increased carbohydrate intake. However, only those females with APOE-4 alleles showed significantly lower HDL-C levels as their percent of carbohydrate intake increased, while no association was noted between carbohydrate intake and HDL-C in those females without an APOE-4 allele. These findings demonstrate the importance of understanding sex differences in gene-by-nutrient interaction when examining the complex architecture of HDL-C variation.