Genome-wide association analysis on monozygotic twin-pairs offers a route to discovery of gene–environment interactions through testing for variability loci associated with sensitivity to individual environment/lifestyle. We present a genome-wide scan of loci associated with intra-pair differences in serum lipid and apolipoprotein levels. We report data for 1,720 monozygotic female twin-pairs from GenomEUtwin project with 2.5 million SNPs, imputed or genotyped, and measured serum lipid fractions for both twins. We found one locus associated with intra-pair differences in high-density lipoprotein cholesterol, rs2483058 in an intron of SRGAP2, where twins carrying the C allele are more sensitive to environmental factors (P = 3.98 × 10−8). We followed up the association in further genotyped monozygotic twins (N = 1,261), which showed a moderate association for the variant (P = 0.200, same direction of an effect). In addition, we report a new association on the level of apolipoprotein A-II (P = 4.03 × 10−8).