From The Guardian:
Researchers funded by the National Institutes of Health, the prime public health bodies in the US, reported their 'very surprising' findings by poster at the American Heart Association's scientific meetings in Dallas. They compared levels of caffeine in the blood and indicators of general heart health before and after three months of steady coffee drinking or abstinence. The coffee drinkers, who had three to six cups of home-brewed black coffee a day, were in two groups, one on a caffeinated brand, the other on decaf.
The study found the decaf group experienced an average 18% rise in fat in the blood, the fuel that increases bad cholesterol, and had higher incidence of a protein called ApoB, which is associated with bad cholesterol. There was little overall difference generally in levels of a particular form of good cholesterol called HDL2, although within the decaf group there were significant differences depending on people's body fat.