Adverse cardiovascular events are emerging with the use of immune checkpoint therapies in oncology. Using datasets in the Trans-Omics for Precision Medicine program (Multi-Ethnic Study of Atherosclerosis, Jackson Heart Study [JHS], and Framingham Heart Study), we examined the association of immune checkpoint plasma proteins with each other, their associated protein network with high-density lipoprotein cholesterol (HDL-C) and low-density lipoprotein cholesterol (LDL-C), and the association of HDL-C- and LDL-C-associated protein networks with all-cause mortality risk. Plasma levels of LAG3 and HAVCR2 showed statistically significant associations with mortality risk. Colocalization analysis using genome wide-association studies of HDL-C or LDL-C and protein quantitative trait loci from JHS and the Atherosclerosis Risk in Communities identified TFF3 rs60467699 and CD36 rs3211938 variants as significantly colocalized with HDL-C; in contrast, none colocalized with LDL-C. The measurement of plasma LAG3, HAVCR2, and associated proteins plus targeted genotyping may identify patients at increased mortality risk.