Objective- Higher triglyceride (TG) is a risk factor for incident type 2 diabetes mellitus (T2DM), but paradoxically, genetic susceptibility for higher TG has been associated with lower T2DM risk. There is also evidence that the genetic association may be modified by baseline TG. Whether such associations can be replicated and the interaction is selective for certain TG-rich lipoprotein particles remains to be explored. Approach and Results- Cox regression involving TG, TG-rich lipoprotein particles, and genetic determinants of TG was performed among 15 813 participants with baseline fasting status in the WGHS (Women's Genome Health Study), including 1453 T2DM incident cases during a mean 18.6 (SD=5.3) years of follow-up. A weighted, 40-single-nucleotide polymorphism TG genetic risk score was inversely associated with incident T2DM (hazard ratio [95% CI], 0.66 [0.58-0.75]/10-TG risk alleles; P<0.0001) with adjustment for baseline body mass index, HDL (high-density lipoprotein) cholesterol, and TG. TG-associated risk was higher among individuals in the low compared with the high 40-single-nucleotide polymorphism TG genetic risk score tertile (hazard ratio [95% CI], 1.98 [1.83-2.14] versus 1.68 [1.58-1.80] per mmol/L; Pinteraction=0.0007). In TG-adjusted analysis, large and medium but not small TG-rich lipoprotein particles were associated with higher T2DM incidence for successively lower 40-single-nucleotide polymorphism TG genetic risk score tertiles, Pinteraction=0.013, 0.012, and 0.620 across tertiles, respectively. Conclusions- Our results confirm the previous observations of the paradoxical associations of TG with T2DM while focusing attention on the larger TG-rich lipoprotein particle subfractions, suggesting their importance in clinical profiling of T2DM risk.