Background While genetic factors are major determinants of high-density lipoprotein cholesterol (HDL-C), environmental factors also play a role. The latter include 3 modifiable lifestyle factors: alcohol consumption, physical activity, and smoking. Methods We compared the relative effects of alcohol, physical activity, and smoking on HDL-C levels, using data from 2309 subjects (1226 women and 1083 men), aged 25 to 91 years, from randomly selected families participating in the National Heart, Lung, and Blood Institute Family Heart Study. Results Alcohol consumption was associated with the largest increment in HDL-C (an increase of 9.0-13.1 mg/dL from nondrinker to highest categories); physical activity with a more modest increment (an increase of 3.0-3.3 mg/dL from lowest to highest categories); and cigarette smoking with a large decrement in women (a decrease of 9.9 mg/dL) and a modest one in men (a decrease of 2.6 mg/dL) between nonsmoker and ≥20 cigarettes per day categories. The 3 lifestyle behaviors plus age, body mass index, education, and current estrogen use explained 22.4% and 18.2% of the total variance of HDL-C for women and men, respectively. Alcohol accounted for 28.6% of this variance among women and 50.1% among men; smoking accounted for 6.7% and 3.3%, respectively, and physical activity for 2.7% and 3.6%, respectively, among women and men. Age, body mass index, education, and current estrogen use explained the remaining 62.0% and 43.0%, respectively, of the variance attributed to environmental factors. Conclusions This study suggests that, among lifestyle behaviors, alcohol consumption is the more important correlate of HDL-cholesterol.