In 3,458 breast cancer cases and 3,474 controls from the Shanghai Breast Cancer Study weight, height, body mass index, waist-to-hip ratio, and weight gain showed stronger associations with breast cancer risk in postmenopausal women than premenopausal women. High total physical activity was inversely associated with postmenopausal breast cancer risk and premenopausal breast cancer. No statistically significant multiplicative interaction between body size, caloric intake and total physical activity on breast cancer risk was found.