Abstract Aims Coronary artery disease (CAD) has a strong genetic predisposition. However, despite substantial discoveries made by genome-wide association studies (GWAS), a large proportion of heritability awaits identification. Non-additive genetic effects might be responsible for part of the unaccounted genetic variance. Here, we attempted a proof-of-concept study to identify non-additive genetic effects, namely epistatic interactions, associated with CAD. Methods and results We tested for epistatic interactions in 10 CAD case–control studies and UK Biobank with focus on 8068 SNPs at 56 loci with known associations with CAD risk. We identified a SNP pair located in cis at the LPA locus, rs1800769 and rs9458001, to be jointly associated with risk for CAD [odds ratio (OR) = 1.37, P = 1.07 × 10−11], peripheral arterial disease (OR = 1.22, P = 2.32 × 10−4), aortic stenosis (OR = 1.47, P = 6.95 × 10−7), hepatic lipoprotein(a) (Lp(a)) transcript levels (beta = 0.39, P = 1.41 × 10−8), and Lp(a) serum levels (beta = 0.58, P = 8.7 × 10−32), while individual SNPs displayed no association. Further exploration of the LPA locus revealed a strong dependency of these associations on a rare variant, rs140570886, that was previously associated with Lp(a) levels. We confirmed increased CAD risk for heterozygous (relative OR = 1.46, P = 9.97 × 10−32) and individuals homozygous for the minor allele (relative OR = 1.77, P = 0.09) of rs140570886. Using forward model selection, we also show that epistatic interactions between rs140570886, rs9458001, and rs1800769 modulate the effects of the rs140570886 risk allele. Conclusions These results demonstrate the feasibility of a large-scale knowledge-based epistasis scan and provide rare evidence of an epistatic interaction in a complex human disease. We were directed to a variant (rs140570886) influencing risk through additive genetic as well as epistatic effects. In summary, this study provides deeper insights into the genetic architecture of a locus important for cardiovascular diseases.