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Weight-loss interventions generally improve lipid profiles and reduce cardiovascular disease risk, but effects are variable and may depend on genetic factors. We performed a genetic association analysis of data from 2,993 participants in the Diabetes Prevention Program to test the hypotheses that a genetic risk score (GRS) based on deleterious alleles at 32 lipid-associated single-nucleotide polymorphisms modifies the effects of lifestyle and/or metformin interventions on lipid levels and nuclear magnetic resonance (NMR) lipoprotein subfraction size and number. Twenty-three loci previously associated with fasting LDL-C, HDL-C, or triglycerides replicated (P = 0.04–1×10−17). Except for total HDL particles (r = −0.03, P = 0.26), all components of the lipid profile correlated with the GRS (partial |r| = 0.07–0.17, P = 5×10−5–1×10−19). The GRS was associated with higher baseline-adjusted 1-year LDL cholesterol levels (β = +0.87, SEE±0.22 mg/dl/allele, P = 8×10−5, P interaction = 0.02) in the lifestyle intervention group, but not in the placebo (β = +0.20, SEE±0.22 mg/dl/allele, P = 0.35) or metformin (β = −0.03, SEE±0.22 mg/dl/allele, P = 0.90; P interaction = 0.64) groups. Similarly, a higher GRS predicted a greater number of baseline-adjusted small LDL particles at 1 year in the lifestyle intervention arm (β = +0.30, SEE±0.012 ln nmol/L/allele, P = 0.01, P interaction = 0.01) but not in the placebo (β = −0.002, SEE±0.008 ln nmol/L/allele, P = 0.74) or metformin (β = +0.013, SEE±0.008 nmol/L/allele, P = 0.12; P interaction = 0.24) groups. Our findings suggest that a high genetic burden confers an adverse lipid profile and predicts attenuated response in LDL-C levels and small LDL particle number to dietary and physical activity interventions aimed at weight loss.