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Mechanisms underlying changes in HDL composition caused by obesity are poorly defined, partly because mice lack expression of cholesteryl ester transfer protein (CETP), which shuttles triglyceride and cholesteryl ester between lipoproteins. Because menopause is associated with weight gain, altered glucose metabolism, and changes in HDL, we tested the effect of feeding a high-fat diet (HFD) and ovariectomy (OVX) on glucose metabolism and HDL composition in CETP transgenic mice. After OVX, female CETP-expressing mice had accelerated weight gain with HFD-feeding and impaired glucose tolerance by hyperglycemic clamp techniques, compared with OVX mice fed a low-fat diet (LFD). Sham-operated mice (SHAM) did not show HFD-induced weight gain and had less glucose intolerance than OVX mice. Using shotgun HDL proteomics, HFD-feeding in OVX mice had a large effect on HDL composition, including increased levels of apoA2, apoA4, apoC2, and apoC3, proteins involved in TG metabolism. These changes were associated with decreased hepatic expression of SR-B1, ABCA1, and LDL receptor, proteins involved in modulating the lipid content of HDL. In SHAM mice, there were minimal changes in HDL composition with HFD feeding. These studies suggest that the absence of ovarian hormones negatively influences the response to high-fat feeding in terms of glucose tolerance and HDL composition. CETP-expressing mice may represent a useful model to define how metabolic changes affect HDL composition and function.