Using two independent approaches, Mendelian randomization and Polygenic risk score in a sample of 6194 CAD cases and 4287 controls of European ancestry, we did a comprehensive phenome-wide search (PheWAS) for traits that causally associated with the risk of CAD. We found 46 risk factors that represented diverse categories including cardiovascular, CNS (central nervous system), diabetes, lipids, immune, anthropometry, and life style features; moreover, we noted numerous evidences of genetic correlations and causal associations between risk factors from different categories. Among the identified risk factors, CAD showed highest genetic relatedness with thrombotic conditions. The most represented category was life style features (29%) with evidence of strong genetic overlap with CNS traits. Genetic variants associated with higher cognition were associated with life style characteristics and cardiometabolic features that lower the risk of CAD. Conditional analysis indicated this trend is in part attributed to higher age of first sexual intercourse (AFS) in those with higher cognition. Lower AFS was concordantly associated with higher risk of CAD in males, females, and the combined sample; furthermore, lower AFS was causally associated with several CAD-risk factors including, higher fasting insulin, fasting glucose, LDL, immature reticulocyte fraction, HbA1c levels, as well as, higher risk of T2D and pulmonary embolism but lower levels of HDL. These results indicate CAD is the outcome of several phenotypically distinct but genetically interrelated sources; moreover, we identified lower AFS as an independent causal risk factor of CAD and revealed its role in mediating the effect of other risk factors.