Cross-sectional studies have reported inverse associations of B-type natriuretic peptide (BNP) with the body mass index (BMI). We evaluated whether changes in the BMI are associated with changes in BNP. A nested prospective cohort study of a lifestyle intervention (low-fat, whole-foods diet, exercise, stress management, and social support) was conducted. BNP, BMI, and other biomarkers were measured at baseline and 3 months. A total of 131 subjects, 56 with coronary heart disease (CHD) and 75 at high risk, with ≥3 CHD risk factors and/or diabetes mellitus, were enrolled. At 3 months, the mean BMI had decreased (34.4 to 31.7 kg/m², p <0.001), BNP had increased (median 18 to 28 pg/ml, p <0.001), and low-density lipoprotein, C-reactive protein, apolipoprotein B (all p <0.002), and angina frequency (p = 0.017) and severity (p = 0.052) had decreased. The subjects' physical limitations had decreased and their physical functioning had improved (all p <0.001). The percentage of change in BNP was inversely associated with the percentage of change in insulin (r = −0.339, p = 0.005, n = 63 nondiabetics). It was also inversely associated with the percentage of change in BMI (r = −0.28, p = 0.002, n = 116), and this association remained significant (p = 0.029) in multiple regression analyses controlling for age, gender, CHD, diabetes mellitus, percentage of change in lifestyle index, and β-blocker use. The metabolic changes related to adipose tissue lipolysis could explain these findings. In conclusion, BNP increased in subjects experiencing weight loss while following a lifestyle intervention, and angina pectoris, physical limitations, and other CHD risk factors decreased. Therefore, in this context, increasing BNP might not indicate worsening disease or a worsening prognosis. Thus, the proposed use of BNP in monitoring disease progression should take into account changes in the BMI during the same period.