High-density lipoprotein (HDL) mediates reverse cholesterol transport and is known to be protective against atherosclerosis. In addition, HDL has potent anti-inflammatory properties that may be critical for protection against other inflammatory diseases. The molecular mechanisms of how HDL can modulate inflammation, particularly in immune cells such as macrophages, remain poorly understood. Here we identify the transcriptional regulator ATF3, as an HDL-inducible target gene in macrophages that downregulates the expression of Toll-like receptor (TLR)-induced proinflammatory cytokines. The protective effects of HDL against TLR-induced inflammation were fully dependent on ATF3 in vitro and in vivo. Our findings may explain the broad anti-inflammatory and metabolic actions of HDL and provide the basis for predicting the success of new HDL-based therapies.