Using genetic and biochemical approaches, we investigated proteins that regulate macrophage cholesterol efflux capacity (CEC) and ABCA1-specific CEC (ABCA1 CEC), 2 functional assays that predict cardiovascular disease (CVD). Macrophage CEC and the concentration of HDL particles were markedly reduced in mice deficient in apolipoprotein A-I (APOA1) or apolipoprotein E (APOE) but not apolipoprotein A-IV (APOA4). ABCA1 CEC was markedly reduced in APOA1-deficient mice but was barely affected in mice deficient in APOE or APOA4. High-resolution size-exclusion chromatography of plasma produced 2 major peaks of ABCA1 CEC activity. The early-eluting peak, which coeluted with HDL, was markedly reduced in APOA1- or APOE-deficient mice. The late-eluting peak was modestly reduced in APOA1-deficient mice but little affected in APOE- or APOA4-deficient mice. Ion-exchange chromatography and shotgun proteomics suggested that plasminogen (PLG) accounted for a substantial fraction of the ABCA1 CEC activity in the peak not associated with HDL. Human PLG promoted cholesterol efflux by the ABCA1 pathway, and PLG-dependent efflux was inhibited by lipoprotein(a) [Lp(a)]. Our observations identify APOA1, APOE, and PLG as key determinants of CEC. Because PLG and Lp(a) associate with human CVD risk, interplay among the proteins might affect atherosclerosis by regulating cholesterol efflux from macrophages.