The results of the Cox regression model revealed that lower HDL cholesterol levels were associated with a greater risk of overall lung cancer (1.11 [1.08–1.15]), adenocarcinoma (1.08 [1.04–1.12]), squamous cell carcinoma (1.21 [1.12–1.31]) and EGFR-mutated lung cancer (1.13 [1.08–1.20]). This evidence concerns the gene EGFR and adenocarcinoma.