The relation between body mass index (BMI) and risk of cancer incidence is controversial. Cancer incidence during 1972-2008 in relation to BMI was investigated in a prospective cohort of 54,725 Finns aged 24-74 years and free of cancer at enrollment. Over a mean follow-up of 20.6 years, 8,429 (15.4%) incident cancers were recorded, 4,208 (49.9%) from men. Both parametric and nonparametric approaches were used to evaluate the shape of the relationship between BMI and incidence of cancer. BMI had a linear positive association with incidence of cancers of the colon, liver, kidney, bladder and all sites combined in men, and of cancers of the stomach, colon, gallbladder and ovary in women, an inverse association with incidence of cancers of the lung in men and the lung and breast in women, a J-shaped association with incidence of all cancers combined in women. High BMI in women was associated with an increased overall cancer risk in never smokers but a reduced risk in smokers. Elevated BMI was associated with an increased risk of incidence of cancers of certain sites.