Coconut milk is known to increase the levels of HDL cholesterol in the body. Scientific research now shows that coconut milk may help to reduce the levels of LDL cholesterol (bad cholesterol) in the body if consumed in low quantities. HDL cholesterol has anti-inflammatory properties that protect the endothelium or blood vessel lining. LDL cholesterol, on the other hand, promotes the formation of plaques in blood vessels causing pathological narrowing. When blood vessels supplying the heart muscles are narrowed, heart attacks can result.