Markers of the chromosome 9p21 region are regarded as the strongest and most reliably significant genome-wide association study (GWAS) signals for Coronary heart disease (CHD) risk; this was recently confirmed by the CARDIoGRAMplusC4D Consortium meta-analysis. However, while these associations are significant at the population level, they may not be clinically relevant predictors of risk for all individuals. We describe here the results of a study designed to address the question: What is the contribution of context defined by traditional risk factors in determining the utility of DNA sequence variations marking the 9p21 region for explaining variation in CHD risk? We analyzed a sample of 7,589 (3,869 females and 3,720 males) European American participants of the Atherosclerosis Risk in Communities study. We confirmed CHD-SNP genotype associations for two 9p21 region marker SNPs previously identified by the CARDIoGRAMplusC4D Consortium study, of which ARIC was a part. We then tested each marker SNP genotype effect on prediction of CHD within sub-groups of the ARIC sample defined by traditional CHD risk factors by applying a novel multi-model strategy, PRIM. We observed that the effects of SNP genotypes in the 9p21 region were strongest in a sub-group of hypertensives. We subsequently validated the effect of the region in an independent sample from the Copenhagen City Heart Study. Our study suggests that marker SNPs identified as predictors of CHD risk in large population based GWAS may have their greatest utility in explaining risk of disease in particular sub-groups characterized by biological and environmental effects measured by the traditional CHD risk factors.