Breast density is strongly associated with breast cancer risk; however, studies on the association between density changes and breast cancer risk have controversial results. The aim of our study was to determine the association between breast density changes and breast cancer risk in East‐Asian women. We included 3 301 279 women aged ≥40 years screened for breast cancer twice during 2009 to 2010 and 2011 to 2012. Data were obtained from the National Health Insurance Service (NHIS) database. Breast density was evaluated using the Breast Imaging‐Reporting and Data System (BI‐RADS). Relative risk (RR) and 5‐year risk of developing breast cancer according to density category changes were calculated. Overall, 23.0% of the women had a higher breast density and 22.2% of the women had a lower breast density in second screening compared to the first. An increase in the BI‐RADS density category between two subsequent mammographic screenings was associated with an increase in breast cancer risk and vice versa in terms of RR. The 5‐year breast cancer risk was affected by the initial BI‐RADS density category, changes in density category and patients' characteristics such as age, menopausal status and family history of breast cancer. In patients with breast cancer family history, the 5‐year breast cancer risk was prominent, at a maximum of 2.39% (95% CI = 1.23‐3.55) in women with breast density category of 2 to 4. Changes in the BI‐RADS density category were associated with breast cancer risk. Longitudinal measures of BI‐RADS density may be helpful in identifying high‐risk women, especially those with a breast cancer family history.