In the HERITAGE Family Study, 675 sedentary, healthy, white and black men and women, aged 17 to 65 years, performed 20 weeks of supervised cycle ergometer exercise at the same relative intensity and weekly volume. As a group, subjects had normal mean baseline lipid levels for North Americans with the exception of below average high density lipoprotein cholesterol (HDL-C) levels. A significant mean increase in plasma HDL-C of 3.6 % was observed; however, there was marked variability in responsiveness to training, ranging from a mean 9.3 % decrease in Quartile 1 of HDL-C response to a mean 18 % increase in Quartile 4 (P < 0.0001 by ANOVA). Parallel changes in HDL(2)-C and HDL(3)-C, apolipoprotein A-I levels, and lipoprotein lipase activity were noted across quartiles. The change in HDL-C across quartiles was inversely related to baseline HDL-C (p < 0.0001) and to changes with training in plasma triglycerides (p = 0.0007). No significant differences in HDL-C response were observed across quartiles by sex, race, age, or increase in VO(2)max with training; however, weak positive associations were observed with age-adjusted education level and with reduction in abdominal fat and increase in VO(2)max at the ventilatory threshold following training. Multivariate regression analysis including baseline variables and training responses only accounted for 15.5 % of the variability in the HDL-C response to training. Thus, marked variability was found in the HDL-C response to the same endurance exercise training stimulus with only a modest amount of the response predictable by identified nongenetic factors.