Background: Associations of body shape with breast cancer risk, independent of body size, are unclear because waist and hip circumferences are correlated strongly positively with body mass index (BMI). Methods: We evaluated body shape with the allometric “a body shape index” (ABSI) and hip index (HI), which compare waist and hip circumferences, correspondingly, among individuals with the same weight and height. We examined associations of ABSI, HI, and BMI (per one standard deviation increment) with breast cancer overall, and according to menopausal status at baseline, age at diagnosis, and oestrogen and progesterone receptor status (ER+/-PR+/-) in multivariable Cox proportional hazards models using data from the European Prospective Investigation into Cancer and Nutrition (EPIC) cohort. Results: During a mean follow-up of 14.0 years, 9011 incident breast cancers were diagnosed among 218,276 women. Although there was little evidence for association of ABSI with breast cancer overall (hazard ratio HR = 0.984; 95% confidence interval: 0.961–1.007), we found borderline inverse associations for post-menopausal women (HR = 0.971; 0.942-1.000; n = 5268 cases) and breast cancers diagnosed at age ≥ 55 years (HR = 0.976; 0.951–1.002; n = 7043) and clear inverse associations for ER + PR- subtypes (HR = 0.894; 0.822–0.971; n = 726) and ER-PR- subtypes (HR = 0.906; 0.835–0.983 n = 759). There were no material associations with HI. BMI was associated strongly positively with breast cancer overall (HR = 1.074; 1.049–1.098), for post-menopausal women (HR = 1.117; 1.085–1.150), for cancers diagnosed at age ≥ 55 years (HR = 1.104; 1.076–1.132), and for ER + PR + subtypes (HR = 1.122; 1.080–1.165; n = 3101), but not for PR- subtypes. Conclusions: In the EPIC cohort, abdominal obesity evaluated with ABSI was not associated with breast cancer risk overall but was associated inversely with the risk of post-menopausal PR- breast cancer. Our findings require validation in other cohorts and with a larger number of PR- breast cancer cases.