Adiposity has been associated with the risk of coronary artery disease (CAD) in observational studies, but their association may differ according to specific characteristics of studies. In Mendelian randomization (MR) analyses, genetic variants are used as instrumental variables (IVs) of exposures to examine causal effects to overcome confounding factors and reverse causation. We performed MR analyses for adiposity (n = 322,154) on risk of CAD (60,801 cases and 123,504 controls) based on the currently largest genome-wide association studies. The estimated associations between adiposity traits and CAD were calculated by an inverse-variance weighted method with and without excluding the IVs, which are associated with the well-known risk factors of CAD. Genetic variants are identified to be associated with the well-known risk factors of CAD by a cross-phenotype meta-analysis method. Our results furnished strong evidence for a causal role of adiposity in risk of CAD, with the odds ratios (ORs) for CAD being 1.53 (95% CI 1.36-1.72) for body mass index (BMI), 1.48 (1.20-1.96) for waist-hip ratio (WHR), and 1.34 (1.07-1.59) for WHR adjusted for BMI (WHRadjBMI), respectively. After excluding mediators-associated IVs from the MR analyses, the corresponding ORs were 1.46 (1.28-1.67) for BMI, 1.39 (1.01-1.93) for WHR, and 1.38 (1.04-1.84) for WHRadjBMI, respectively. Furthermore, our results suggested that central adiposity and general adiposity might pose a similar risk for CAD. In summary, our data supported that genetically driven adiposity traits imposed the risk of CAD independent of blood pressure, dyslipidaemia, glycaemic traits, and type 2 diabetes.