The purpose of the present study is to examine HFE gene mutations in relation to newly diagnosed (incident) coronary heart disease (CHD). In a population-based follow-up study of 7,983 individuals aged 55 years and older, we compared the risk of incident CHD between HFE carriers and non-carriers, overall and stratified by sex and smoking status. HFE mutations were significantly associated with an increased risk of incident CHD in women but not in men (hazard ratio [HR] for women = 1.7, 95% confidence interval [CI] 1.2–2.4 versus HR for men = 0.9, 95% CI 0.7–1.2). This increased CHD risk associated with HFE mutations in women was statistically significant in never smokers (HR = 1.8, 95% CI 1.1–2.8) and current smokers (HR = 3.1, 95% CI 1.4–7.1), but not in former smokers (HR = 1.3, 95% CI 0.7–2.4). HFE mutations are associated with increased risk of incident CHD in women.