To raise HDL cholesterol, run at least seven miles a week or burn at least 1200 calories with exercise per week. Lose weight. For every pound of fat lost, expect a one percent rise in HDL. Exercise before you eat fat. A study at the University of Missouri shows that exercising regularly before eating high-fat meals raises HDL cholesterol considerably. Exercise stimulates the fat-clearing enzyme, lipoprotein lipase, which drops triglycerides to produce more HDL cholesterol. Don't smoke. A study at Vanderbilt University showed that within just one week of quitting smoking, HDL levels increased by seven points. Avoid refined carbohydrates -- sugar, flour, white rice and milled corn. Foods that cause a spike in blood sugar drop your HDL cholesterol. You raise HDL by exercising and avoiding refined carbohydrates.