Micronutrients and their metabolites are cofactors in proteins involved in lipid metabolism. The present study was a subproject of the Harmonized Micronutrient Project (ClinTrials.gov # NCT01823744). Twenty participants were randomly selected from 136 children and adolescents that consumed a daily dose of 12 vitamins and 5 minerals supplementation for 6 weeks. The 20 individuals were divided into two pools of 10 individuals, according to their lipid profile at baseline (Pool 1 with lower triglycerides, LDL, and VLDL). The individuals were analyzed at baseline, after 6 weeks of daily supplementation, and after 6 weeks of a washout period in relation to anthropometric, body composition, food intake, lipid profile, micronutrient levels, and iTRAQ proteomic data. Genetic ancestry and its association with vitamin serum levels were also determined. After supplementation, LDL levels decreased while alpha-tocopherol and pantothenic acid levels increased in pool 2; lipid profiles in pool 1 did not change but had higher plasma levels of pantothenic acid, pyridoxal, and pyridoxic acid. In pool 2, expression of some proteins increased, and expression of other ones decreased after intervention, while in pool 1, the same proteins responded inversely or did not change their levels. Plasma alpha-tocopherol and Native American genetic ancestry explained a significant fraction of LDL plasma levels at baseline and in response to the intervention. After intervention, changes in expression of alpha-1 antitrypsin, haptoglobin, Ig alpha-1 chain C region, plasma protease C1 inhibitor, alpha-1-acid glycoprotein 1, fibrinogen alpha, beta, and gamma-chain in individuals in pool 2 may be associated with levels of LDL and vitamin E. Vitamin E and Native American genetic ancestry may also be implicated in changes of vitamin E and LDL levels. The results of this pilot study must be validated in future studies with larger sample size or in in vitro studies.