Experimental studies have shown a protective effect of nonsteroidal anti-inflammatory drugs (NSAIDs) on breast cancer development. However, results from epidemiological cohort studies are less consistent. Our objective was to assess the association between NSAID use and breast cancer risk within the European Prospective Investigation into Cancer and Nutrition (EPIC). EPIC is a prospective cohort study initiated in 1992 in 10 European countries. Self-reported information on NSAID use at baseline has been collected in five EPIC countries. Multivariable Cox regression models were used to estimate hazard ratios for the association of NSAID use with breast cancer incidence with adjustment for potential confounders. We also assessed effect modification by breast cancer risk factors and examined the associations within specific breast cancer subtypes. Among the 140,981 women included in the analysis, 7% were regularly using NSAIDs at baseline. During a median follow-up time period of 13 years, 7,379 incident breast cancer cases were diagnosed (816 in situ and 6,563 invasive). There were no statistically significant associations between NSAID use and breast cancer risk, overall and by subtypes. However, a statistically significant interaction was observed for invasive cases between NSAID use and ever use of menopausal hormonal therapy (MHT) among postmenopausal women [MHT users: HRNSAID use  = 0.84 (0.73-0.96); non MHT users: HRNSAID use  = 1.08 (0.93-1.25); pinteraction  = 0.05]. Our results indicate potential effect modification of MHT use on the association between use of NSAIDs and breast cancer risk which deserves in-depth investigation in studies with accurate data on both NSAID and MHT use.