Experimental studies suggest that carotenoids and retinol may play a role in carcinogenesis, but epidemiological evidence is lacking. We investigated the prospective associations between plasma concentrations of major carotenoids and retinol, and overall and breast cancer risk. A nested case-control study included all first incident cancer cases diagnosed in the SU.VI.MAX cohort between 1994 and 2002 (n = 159 cases, 1 matched control/case). Baseline plasma concentrations of carotenoids and retinol were measured by high-performance liquid chromatography. Conditional logistic regression was used to assess odds ratios for an increase of 0.1 μmol/L [odds ratio (OR)] and 95% confidence intervals (CI). Plasma β-carotene (OR = 0.95, 95% CI = 0.90-0.99, Ptrend = 0.04) and β-cryptoxanthin concentrations (OR = 0.89, 95% CI = 0.81-0.99, Ptrend = 0.03) were inversely associated with overall cancer risk. Plasma β-cryptoxanthin concentration was inversely associated with breast cancer risk (OR = 0.83, 95% CI = 0.71-0.96, Ptrend = 0.02). The OR between plasma lycopene concentration and overall cancer risk was 1.07 (0.99-1.15), Ptrend = 0.06. This association turned significant (Ptrend = 0.01) when excluding cancer cases diagnosed during the first year of follow-up. This prospective study suggests an inverse association between plasma concentrations of β-cryptoxanthin and both overall and breast cancer risk, and an inverse association between β-carotene and overall cancer risk. The direct association between lycopene concentration and cancer risk deserves further investigation.