Lipoprotein(Lp)(a) is a variant of low-density lipoprotein (LDL), bound to apolipoprotein B100, whose levels are associated with a significant increase in the risk of atherosclerosis-related cardiovascular events, but also to aortic stenosis and atrial fibrillation. Since plasma levels of Lp(a) are commonly considered resistant to lifestyle changes, we critically reviewed the available evidence on the effect of weight loss, dietary supplements, and physical activity on this risk factor. In our review, we observed that relevant body weight loss, a relatively high intake of saturated fatty acids, the consumption of red wine, and intense physical exercise seems to be associated with significantly lower plasma Lp(a) levels. On the contrary, foods rich in trans-unsaturated fatty acids are associated with increased Lp(a) levels. With regard to dietary supplements, coenzyme Q10, L-Carnitine, and flaxseed exert a mild but significant lowering effect on plasma Lp(a).