We report the synthesis of high density lipoprotein (HDL) biomimetic nanoparticles capable of binding cholesterol. These structures use a gold nanoparticle core to template the assembly of a mixed phospholipid layer and the adsorption of apolipoprotein A-I. These synthesized structures have the general size and surface composition of natural HDL and, importantly, bind free cholesterol (K-d = 4 nM). The determination of the K-d for these particles, with respect to cholesterol complexation, provides a key starting and comparison point for measuring and evaluating the properties of subsequently developed synthetic versions of HDL.