Experimental evidence provides strong support for anti-carcinogenic effects of calcium and vitamin D with respect to breast cancer. Observational epidemiologic data also provide some support for inverse associations with risk. We tested the effect of calcium plus vitamin D supplementation on risk of benign proliferative breast disease, a condition which is associated with increased risk of breast cancer. We used the Women’s Health Initiative randomized controlled trial. The 36,282 participants were randomized either to 500 mg of elemental calcium as calcium carbonate plus 200 IU of vitamin D₃ (GlaxoSmithKline) twice daily (n = 18,176) or to placebo (n = 18,106). Regular mammograms and clinical breast exams were performed. We identified women who had had a biopsy for benign breast disease and subjected histologic sections from the biopsies to standardized review. After an average follow-up period of 6.8 years, 915 incident cases of benign proliferative breast disease had been ascertained, with 450 in the intervention group and 465 in the placebo group. Calcium plus vitamin D supplementation was not associated with altered risk of benign proliferative breast disease overall (hazard ratio = 0.99, 95% confidence interval = 0.86–1.13), or by histologic subtype. Risk varied significantly by levels of age at baseline, but not by levels of other variables. Daily use of 1,000 mg of elemental calcium as calcium carbonate plus 400 IU of vitamin D₃ for almost 7 years by postmenopausal women did not alter the overall risk of benign proliferative breast disease.