Objectives To develop a new methodology to systematically compare evidence across diverse risk markers for coronary heart disease and to compare this evidence with guideline recommendations. Design "Horizontal" systematic review incorporating different sources of evidence. Data sources Electronic search of Medline and hand search of guidelines. Study selection Two reviewers independently determined eligibility of studies across three sources of evidence (observational studies, genetic association studies, and randomised controlled trials) related to four risk markers: depression, exercise, C reactive protein, and type 2 diabetes. Data extraction For each risk marker, the largest meta-analyses of observational studies and genetic association studies, and meta-analyses or individual randomised controlled trials were analysed. Results Meta-analyses of observational studies reported adjusted relative risks of coronary heart disease for depression of 1.9 (95% confidence interval 1.5 to 2.4), for top compared with bottom fourths of exercise 0.7 (0.5 to 1.0), for top compared with bottom thirds of C reactive protein 1.6 (1.5 to 1.7), and for diabetes in women 3.0 (2.4 to 3.7) and in men 2.0 (1.8 to 2.3). Prespecified study limitations were more common for depression and exercise. Meta-analyses of studies that allowed formal Mendelian randomisation were identified for C reactive protein (and did not support a causal effect), and were lacking for exercise, diabetes, and depression. Randomised controlled trials were not available for depression, exercise, or C reactive protein in relation to incidence of coronary heart disease, but trials in patients with diabetes showed some preventive effect of glucose control on risk of coronary heart disease. None of the four randomised controlled trials of treating depression in patients with coronary heart disease reduced the risk of further coronary events. Comparisons of this horizontal evidence review with two guidelines published in 2007 showed inconsistencies, with depression prioritised more in the guidelines than in our review. Conclusions This horizontal systematic review pinpoints deficiencies and strengths in the evidence for depression, exercise, C reactive protein, and diabetes as unconfounded and unbiased causes of coronary heart disease. This new method could be used to develop a field synopsis and prioritise future development of guidelines and research.