Recent genetic data can offer important insights into the roles of lipoprotein subfractions and particle sizes in preventing coronary artery disease (CAD), as previous observational studies have often reported conflicting results. We used the LD score regression to estimate the genetic correlation of 77 subfraction traits with traditional lipid profile and identified 27 traits that may represent distinct genetic mechanisms. We then used Mendelian randomization (MR) to estimate the causal effect of these traits on the risk of CAD. In univariable MR, the concentration and content of medium high-density lipoprotein (HDL) particles showed a protective effect against CAD. The effect was not attenuated in multivariable analyses. Multivariable MR analyses also found that small HDL particles and smaller mean HDL particle diameter may have a protective effect. We identified four genetic markers for HDL particle size and CAD. Further investigations are needed to fully understand the role of HDL particle size.