Previous investigations mainly focused on the associations of dietary fatty acids with colorectal cancer (CRC) risk, which ignored gene-environment interaction and mechanisms interpretation. We conducted a case-control study (751 cases and 3058 controls) and a prospective cohort study (125 021 participants) to explore the associations between dietary fatty acids, genetic risks, and CRC. Results showed that high intake of saturated fatty acid (SFA) was associated with a higher risk of CRC than low SFA intake (HR =1.22, 95% CI:1.02-1.46). Participants at high genetic risk had a greater risk of CRC with the HR of 2.48 (2.11-2.91) than those at low genetic risk. A multiplicative interaction of genetic risk and SFA intake with incident CRC risk was found (P  = 7.59 × 10 ), demonstrating that participants with high genetic risk and high SFA intake had a 3.75-fold greater risk of CRC than those with low genetic risk and low SFA intake. Furthermore, incorporating PRS and SFA into traditional clinical risk factors improved the discriminatory accuracy for CRC risk stratification (AUC from 0.706 to 0.731). Multi-omics data showed that exposure to SFA-rich high-fat dietary (HFD) can responsively induce epigenome reprogramming of some oncogenes and pathological activation of fatty acid metabolism pathway, which may contribute to CRC development through changes in gut microbiomes, metabolites, and tumor-infiltrating immune cells. These findings suggest that individuals with high genetic risk of CRC may benefit from reducing SFA intake. The incorporation of SFA intake and PRS into traditional clinical risk factors will help improve high-risk sub-populations in individualized CRC prevention.