Cholesterol efflux capacities (CECs) are negatively associated with cardiovascular disease risk, irrespective of plasma high-density lipoprotein (HDL) cholesterol levels. Whether interventions targeting lifestyle improve HDL-CECs is unknown. Our objective was to determine whether improving dietary quality and increasing physical activity levels improves HDL-CECs in men with abdominal obesity and dyslipidemia. Our study sample included men (48 ± 8.5 yr) with an elevated waist circumference (≥90 cm) associated with dyslipidemia (triglycerides ≥1.69 and/or HDL cholesterol <1.03 mmol/l); 113 men completed a 1-yr intervention, consisting of a healthy eating and physical activity/exercise program, and 32 were included in a control group. An oral lipid tolerance test (OLTT) was performed in a subsample of 28 men who completed the intervention, and blood was collected every 2 h for 8 h. HDL-CECs were measured using [³H]cholesterol-labeled J774 macrophages and HepG2 hepatocytes. The lifestyle modification program led to an overall improvement in the cardiometabolic risk profile, increases in J774-HDL-CEC by 14.1% (+0.88 ± 1.09%, P < 0.0001), HepG2-HDL-CEC by 3.4% (+0.17 ± 0.75%, P = 0.01), and HDL cholesterol and apolipoprotein A-1 levels (13.5%, P < 0.0001 and 14.9%, P < 0.0001, respectively). J774-HDL-CECs and HepG2-HDL-CECs did not change in the control group. The best predictor for changes in HDL-CEC was apolipoprotein A-1 level. The lifestyle modification program also improved HDL-CEC response in postprandial lipemia during an OLTT. HDL-CEC did not change during the OLTT. Our results suggest that increasing physical activity levels and improving diet quality can have a positive impact on both HDL quantity and quality in men with abdominal obesity and dyslipidemia.