The invention relates to a novel use of a pharmaceutical composition comprising at least one methyl cyclodextrin having a molar substitution (MS) degree of between 0.05 and 1.5 in the treatment and/or prevention of diseases that can be treated and/or prevented by an increase in the HDL cholesterol level. The invention also relates to the use thereof in the treatment and/or prevention of atherosclerosis or complications relating to an atheroma, and/or diseases of the central nervous system. The pharmaceutical compositions of the invention can also be used to stimulate the reduction of circulating fatty acid and triglyceride levels and to reduce or prevent atheromatous plaques.