Experimental studies provided evidence about mechanisms by which cholesterol, especially high density lipoprotein cholesterol (HDL-C), could influence carcinogenesis, notably through antioxidant and anti-inflammatory properties. However, prospective studies that investigated the associations between specific lipid metabolism biomarkers and cancer risk provided inconsistent results. The objective was to investigate the prospective associations between total cholesterol (T-C), HDL-C, low density lipoprotein cholesterol, apolipoproteins A1 (apoA1) and B, and triglycerides and overall, breast and prostate cancer risk. Analyses were performed on 7,557 subjects of the Supplémentation en Vitamines et Minéraux Antioxydants Study, a nationwide French cohort study. Biomarkers of lipid metabolism were measured at baseline and analyzed regarding the risk of first primary incident cancer (N = 514 cases diagnosed during follow-up, 1994-2007), using Cox proportional hazards models. T-C was inversely associated with overall (HR(1mmol/L increment) = 0.91, 95 % CI 0.82-1.00; P = 0.04) and breast (HR(1mmol/L increment) = 0.83, 95 % CI 0.69-0.99; P = 0.04) cancer risk. HDL-C was also inversely associated with overall (HR(1mmol/L increment) = 0.61, 95 % CI 0.46-0.82; P = 0.0008) and breast (HR(1mmol/L increment) = 0.48, 95 % CI 0.28-0.83; P = 0.009) cancer risk. Consistently, apoA1 was inversely associated with overall (HR(1g/L increment) = 0.56, 95 % CI 0.39-0.82; P = 0.003) and breast (HR(1g/L increment) = 0.36, 95 % CI 0.18-0.73; P = 0.004) cancer risk. This prospective study suggests that pre-diagnostic serum levels of T-C, HDL-C and ApoA1 are associated with decreased overall and breast cancer risk. The confirmation of a role of cholesterol components in cancer development, by further large prospective and experimental studies, may have important implications in terms of public health, since cholesterol is already crucial in cardiovascular prevention.