Exposure to traffic-generated ultrafine particles (UFP; particles <100 nm) is likely a risk factor for cardiovascular disease. We conducted a trial of high-efficiency particulate arrestance (HEPA) filtration in public housing near a highway. Twenty residents in 19 apartments living <200 m from the highway participated in a randomized, double-blind crossover trial. A HEPA filter unit and a particle counter (measuring particle number concentration (PNC), a proxy for UFP) were installed in living rooms. Participants were exposed to filtered air for 21 days and unfiltered air for 21 days. Blood samples were collected and blood pressure measured at days 0, 21 and 42 after a 12-hour fasting period. Plasma was analyzed for high sensitivity C-reactive protein (hsCRP), interleukin-6 (IL-6), tumor necrosis factor alpha-receptor II (TNF-RII) and fibrinogen. PNC reductions ranging from 21% to 68% were recorded in 15 of the apartments. We observed no significant differences in blood pressure or three of the four biomarkers (hsCRP, fibrinogen, and TNF-RII) measured in participants after 21-day exposure to HEPA-filtered air compared to measurements after 21-day exposure to sham-filtered air. In contrast, IL-6 concentrations were significantly higher following HEPA filtration (0.668 pg/mL; CI = 0.465–0.959) compared to sham filtration. Likewise, PNC adjusted for time activity were associated with increasing IL-6 in 14- and 21-day moving averages, and PNC was associated with decreasing blood pressure in Lags 0, 1 and 2, and in a 3-day moving average. These negative associations were unexpected and could be due to a combination of factors including exposure misclassification, unsuccessful randomization (i.e., IL-6 and use of anti-inflammatory medicines), or uncontrolled confounding. Studies with greater reduction in UFP levels and larger sample sizes are needed. There also needs to be more complete assessment of resident time activity and of outdoor vs. indoor source contributions to UFP exposure. HEPA filtration remains a promising, but not fully realized intervention.