Diet & exercise. Moderate exercise (about 30 minutes five times a week) reduces LDL cholesterol and raises HDL cholesterol. Smoking can lower HDL levels, so stop smoking if you do. Eat lots of fruits, vegetables, whole grains and lean sources of protein. Include monounsaturated fats in your diet- olive oil/canola oil. Moderate consumption of alcohol may also positively impact HDL levels. 1 glass of wine a day.