Obesity, physical inactivity, and sedentary behavior, concomitants of the modern environment, are potentially modifiable breast cancer risk factors. This study investigated the association of anthropometric measurements, physical activity and sedentary behavior, with the risk of incident, invasive breast cancer using a prospective cohort of women enrolled in the Canadian Study of Diet, Lifestyle and Health. Using a case-cohort design, an age-stratified subcohort of 3,320 women was created from 39,532 female participants who returned completed self-administered lifestyle and dietary questionnaires at baseline. A total of 1,097 incident breast cancer cases were identified from the entire cohort via linkage to the Canadian Cancer Registry. Cox regression models, modified to account for the case-cohort design, were used to estimate hazard ratios (HR) and 95 % confidence intervals (CI) for the association between anthropometric characteristics, physical activity, and the risk of breast cancer. Weight gain as an adult was positively associated with risk of post-menopausal breast cancer, with a 6 % increase in risk for every 5 kg gained since age 20 (HR 1.06; 95 % CI 1.01-1.11). Women who exercised more than 30.9 metabolic equivalent task (MET) hours per week had a 21 % decreased risk of breast cancer compared to women who exercised less than 3 MET hours per week (HR 0.79; 95 % CI 0.62-1.00), most evident in pre-menopausal women (HR 0.62; 95 % CI 0.43-0.90). As obesity reaches epidemic proportions and sedentary lifestyles have become more prevalent in modern populations, programs targeting adult weight gain and promoting physical activity may be beneficial with respect to reducing breast cancer morbidity.