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High-density lipoprotein (HDL) might lose atheroprotective functions in the presence of diabetes. We sought to examine associations of HDL cholesterol (HDL-C) and HDL particle (HDL-P) subclasses with risk of coronary heart disease (CHD) stratified by diabetes. We included 393,516 participants (20,691 diabetics and 372,825 nondiabetics) from the UK Biobank. Restricted cubic splines cooperated with Cox model were used to estimate associations of HDL with CHD. During a median follow-up of 13.0 years, 3398 (16.4 %) and 24,772 (6.6 %) incident CHD events occurred among diabetics and nondiabetics, respectively. HDL-C showed inverse associations with CHD among nondiabetics, whereas U-shaped associations among diabetics. Compared to individuals with normal HDL-C (40th - 60th percentile, 1.32–1.51 mmol/L), those in the top percentile (95th, >2.16 mmol/L) had lower CHD risks among nondiabetics (Hazard Ratio, 0.79; 95 % confidence interval, 0.73–0.86), but higher risks among diabetics (1.38, 1.02–1.88). As for HDL-P, there were inverted U-shaped associations of very large HDL-P and linearly negative associations of large HDL-P with CHD among nondiabetics; however, linearly positive associations of very large HDL-P and null associations of large HDL were observed among diabetics. L-shaped associations of medium and small HDL-P were found both in diabetics and nondiabetics. Very high HDL-C levels were associated with lower CHD risks in nondiabetics, but higher risks in diabetics. Smaller HDL-P was negatively, whereas very large HDL-P was positively associated with CHD risk in diabetics. These data advance our knowledge about the interactions between HDL and diabetes. [Display omitted] • HDL-C levels were associated with CHD risks in L-shaped manners in nondiabetics, but U-shaped manners in diabetics. • Very large HDL particle (HDL-P) showed inverted U-shaped associations with CHD in nondiabetics, but linearly positive associations in diabetics. • Smaller HDL-P was inversely associated with CHD in L-shaped manners both among nondiabetics and diabetics. [ABSTRACT FROM AUTHOR]