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Background: Saturated fatty acid (SFA) intake increases plasma LDL-cholesterol concentrations; therefore, intake should be reduced to prevent coronary heart disease (CHD). Lower habitual intakes of SFAs, however, require substitution of other macronutrients to maintain energy balance. Objective: We investigated associations between energy intake from monounsaturated fatty acids (MUFAs), polyunsaturated fatty acids (PUFAs), and carbohydrates and risk of CHD while assessing the potential effect-modifying role of sex and age. Using substitution models, our aim was to clarify whether energy from unsaturated fatty acids or carbohydrates should replace energy from SFAs to prevent CHD. Design: This was a follow-up study in which data from 11 American and European cohort studies were pooled. The outcome measure was incident CHD. Results: During 4-10 y of follow-up, 5249 coronary events and 2155 coronary deaths occurred among 344,696 persons. For a 5% lower energy intake from SFAs and a concomitant higher energy intake from PUFAs, there was a significant inverse association between PUFAs and risk of coronary events (hazard ratio: 0.87; 95% CI: 0.77, 0.97); the hazard ratio for coronary deaths was 0.74 (95% CI: 0.61, 0.89). For a 5% lower energy intake from SFAs and a concomitant higher energy intake from carbohydrates, there was a modest significant direct association between carbohydrates and coronary events (hazard ratio: 1.07; 95% CI: 1.01, 1.14); the hazard ratio for coronary deaths was 0.96 (95% CI: 0.82, 1.13). MUFA intake was not associated with CHD. No effect modification by sex or age was found. Conclusion: The associations suggest that replacing SFAs with PUFAs rather than MUFAs or carbohydrates prevents CHD over a wide range of intakes. Am J Clin Nutr 2009;89:1425-32.