Dietary energy density (DED) is strongly associated with cancer-associated metabolic disorders such as obesity and metabolic syndrome and may thus influence carcinogenesis. However, little is known about its association with cancer. Therefore, we investigated the association of DED with risk of breast, endometrial, ovarian, and colorectal cancers in the Canadian Study of Diet, Lifestyle, and Health. We conducted a case-cohort study that included an age-stratified subcohort of 3,120 of the 39,532 female participants who completed self-administered lifestyle and dietary questionnaires at baseline, and in whom, respectively, 922, 188, 104, and 269 incident breast, endometrial, ovarian, and colorectal cancer cases were diagnosed, respectively. We estimated HRs and 95% confidence intervals for the association of DED with risk of these cancers using Cox proportional hazards regression models modified for the case-cohort design. There was no statistically significant association between DED and risk of breast, endometrial, ovarian, and colorectal cancers. Our study suggests that DED is not independently associated with risk of breast, endometrial, ovarian, and colorectal cancers among women. Further investigation of the association between DED and risk of these cancers in larger prospective studies is warranted, as demonstration of associations may have important implications for primary prevention of these cancers. .