To evaluate relationships of serum carotenoids, alpha-tocopherol, selenium, and retinol with breast cancer prospectively, we conducted a case-control study nested in a cohort from the Breast Cancer Serum Bank in Columbia, Missouri (United States). Women free of cancer donated blood to this bank in 1977-87. During up to 9.5 years of follow-up (median = 2.7 years), 105 cases of histologically confirmed breast cancer were diagnosed. For each case, two women alive and free of cancer at the age of the case's diagnosis and matched on age and date of blood collection were selected as controls. A nonsignificant gradient of decreasing risk of breast cancer with increasing serum beta-cryptoxanthin was apparent for all women. Serum lycopene also was associated inversely with risk, and among women who donated blood at least two years before diagnosis, a significant gradient of decreasing breast cancer risk with increasing lycopene concentration was evident. A marginally significant gradient of decreasing risk with increasing serum lutein/zeaxanthin also was apparent among these women. We did not observe any evidence for protective effects of alpha- and beta-carotene, alpha-tocopherol, retinol, or selenium for breast cancer. Results of this study suggest that the carotenoids beta-cryptoxanthin, lycopene, and lutein/zeaxanthin may protect against breast cancer.