Impaired kidney function, as measured by reduced estimated glomerular filtration rate (eGFR), has been associated with increased risk of coronary heart disease (CHD) in observational studies, but it is unclear whether this association is causal or the result of confounding or reverse causation. In this study we applied Mendelian randomisation analysis using 17 genetic variants previously associated with eGFR to investigate the causal role of kidney function on CHD. We used 13,145 participants from the UCL-LSHTM-Edinburgh-Bristol (UCLEB) Consortium and 194,427 participants from the Coronary ARtery DIsease Genome-wide Replication and Meta-analysis plus Coronary Artery Disease (CARDIoGRAMplusC4D) consortium. We observed significant association of an unweighted gene score with CHD risk (odds ratio = 0.983 per additional eGFR-increasing allele, 95% CI = 0.970-0.996, p = 0.008). However, using weights calculated from UCLEB, the gene score was not associated with disease risk (p = 0.11). These conflicting results could be explained by a single SNP, rs653178, which was not associated with eGFR in the UCLEB sample, but has known pleiotropic effects that prevent us from drawing a causal conclusion. The observational association between low eGFR and increased CHD risk was not explained by potential confounders, and there was no evidence of reverse causation, therefore leaving the remaining unexplained association as an open question.