Background and aims: Lipoprotein particle size is associated with increased atherosclerosis and cardiovascular disease risk. Certain lifestyle behaviours may be cardioprotective. We examined lipoprotein particle size and concentration relationships with a protective lifestyle behaviour (PLB) score. Methods: This was a cross-sectional analysis of 2045 middle-to older-aged adults. Lipoprotein particle subclass size and concentrations were determined using nuclear magnetic resonance spectroscopy. Five protective behaviours included never smoking, moderate alcohol intake, moderate to vigorous physical activity, a high-quality diet (upper 40% Dietary Approaches to Stop Hypertension score) and a normal body mass index (BMI) (18.5–24.9 kg/m2). Linear and logistic regression analyses tested individual protective behaviour and PLB score associations with lipoprotein subclasses. Results: Individual behaviour associations varied according to lipoprotein subclass, with normal BMI showing the greatest number of significant relationships. Logistic regression analyses revealed that subjects with the fewest number of protective behaviours had 1.4–2.8 increased odds of having less favourable lipoprotein profiles defined as above or below median level lipoprotein particle subclass size or concentration. Following additional adjustment for BMI, significant trend relationships were observed between the PLB score and large and medium very low-density lipoprotein (p = 0.001 and p < 0.001), total and smaller low-density lipoprotein (LDL) concentrations (p = 0.008 and p < 0.001), LDL size (p = 0.003) and a lipoprotein insulin resistance score (p = 0.003). Conclusions: Results show a cumulative protective effect of healthy lifestyle behaviours against an unfavourable potentially pro-atherogenic lipoprotein profile in middle-to older-aged adults, highlighting the importance of lifestyle promotion in healthy ageing.