Background: Undernutrition during early life may increase the risk of chronic diseases in adulthood, including dyslipidemia. Few investigations have confirmed the relationship between early life undernutrition and dyslipidemia in adulthood in China. Objectives: To assess the relationship between the Great Chinese Famine exposure during prenatal period or early postnatal period and lipid profiles in adulthood. Design: Data were extracted from the China Nutrition and Health Survey (CNHS) in 2010–2012, which included the participants who experienced the Great Chinese Famine during early life. Results: Participants who experienced the Great Chinese Famine in early postnatal period had a significantly higher prevalence of elevated total cholesterol (TC) (odds ratio: 1.60; 95% CI: 1.27, 2.02) than unexposed participants. Female (odds ratio: 1.71; 95% CI: 1.27, 2.31) were high risk than male (odds ratio: 1.46; 95% CI: 1.01, 2.11) and physical inactivity group (odds ratio: 1.65; 95% CI: 1.18, 2.29) were high risk than adequate physical activity group (odds ratio: 1.58; 95% CI: 1.21, 2.07). Similar effect of famine exposure on elevated low-density lipoprotein cholesterol (LDL-C) was observed, except that no significant difference was found between adequate physical activity group and physical inactivity group. Participants who experienced the Great Chinese Famine in prenatal period had a significantly higher prevalence of lowed high-density lipoprotein cholesterol (HDL-C) (odds ratio: 1.19; 95% CI: 1.03, 1.37) than unexposed. Female were more likely to have lower HDL-C (odds ratio: 1.44; 95% CI: 1.18, 1.74), but not found in male. Participants with physical inactivity were more likely to have lower HDL-C (odds ratio: 1.28; 95% CI: 1.02, 1.61), but not found in adequate physical activity group. Conclusions: People who experienced the Great Chinese Famine during early life, especially in females and people physical inactivity, would impair of lipid profiles in later life. Healthy lifestyle like adequate physical activity may partially alleviate the adverse effects.