Bayesian locus‐overlap analysis identified 44 regions with the same causal variant underlying T2D and CAD genetic signals (FDR < 1%) at a posterior probability >0.7; five (MHC, LPL, ABO, RAI1 and MC4R) of these regions contain genome‐wide significant (p < 5 × 10−8) associations for both traits. Here, LPL is linked to type 2 diabetes mellitus.