The rhesus macaque is an important model for human atherosclerosis but genetic determinants of relevant phenotypes have not yet been investigated in this species. Because lipid levels are well-established and heritable risk factors for human atherosclerosis, our goal was to assess the heritability of lipoprotein cholesterol and triglyceride levels in a single, extended pedigree of 1,289 Indian-origin rhesus macaques. Additionally, because increasing evidence supports sex differences in the genetic architecture of lipid levels and lipid metabolism in humans and macaques, we also explored sex-specific heritability for all lipid measures investigated in this study. Using standard methods, we measured lipoprotein cholesterol and triglyceride levels from fasted plasma in a sample of 193 pedigreed rhesus macaques selected for membership in large, paternal half-sib cohorts, and maintained on a low-fat, low cholesterol chow diet. Employing a variance components approach, we found moderate heritability for total cholesterol (h²=0.257, P=0.032), LDL cholesterol (h²=0.252, P=0.030), and triglyceride levels (h²=0.197, P=0.034) in the full sample. However, stratification by sex (N=68 males, N=125 females) revealed substantial sex-specific heritability for total cholesterol (0.644, P=0.004, females only), HDL cholesterol (0.843, P=0.0008, females only), VLDL cholesterol (0.482, P=0.018, males only), and triglyceride levels (0.705, P=0.001, males only) that was obscured or absent when sexes were combined in the full sample. We conclude that genes contribute to spontaneous variation in circulating lipid levels in the Indian-origin rhesus macaque in a sex-specific manner, and that the rhesus macaque is likely to be a valuable model for sex-specific genetic effects on lipid risk factors for human atherosclerosis. These findings are a first-ever report of heritability for cholesterol levels in this species, and support the need for expanded analysis of these traits in this population.