BACKGROUND: Epidemiologic studies have produced conflicting results with respect to an association of dietary fat with breast cancer. OBJECTIVE: We aimed to investigate the association between fat consumption and breast cancer. DESIGN: We prospectively investigated fat consumption in a large (n = 319,826), geographically and culturally heterogeneous cohort of European women enrolled in the European Prospective Investigation into Cancer and Nutrition who completed a dietary questionnaire. After a mean of 8.8 y of follow-up, 7119 women developed breast cancer. Cox proportional hazard models, stratified by age and center and adjusted for energy intake and confounders, were used to estimate hazard ratios (HRs) for breast cancer. RESULTS: An association between high saturated fat intake and greater breast cancer risk was found [HR = 1.13 (95% CI: 1.00, 1.27; P for trend = 0.038) for the highest quintile of saturated fat intake compared with the lowest quintile: 1.02 (1.00, 1.04) for a 20% increase in saturated fat consumption (continuous variable)]. No significant association of breast cancer with total, monounsaturated, or polyunsaturated fat was found, although trends were for a direct association of risk with monounsaturated fat and an inverse association with polyunsaturated fat. In menopausal women, the positive association with saturated fat was confined to nonusers of hormone therapy at baseline [1.21 (0.99, 1.48) for the highest quintile compared with the lowest quintile; P for trend = 0.044; and 1.03 (1.00, 1.07) for a 20% increase in saturated fat as a continuous variable]. CONCLUSIONS: Evidence indicates a weak positive association between saturated fat intake and breast cancer risk. This association was more pronounced for postmenopausal women who never used hormone therapy.