Background: Early natural menopause, the cessation of ovarian function before age 45 y, is positively associated with cardiovascular disease and other conditions. Dietary vitamin D intake has been inversely associated with early menopause; however, no previous studies have evaluated risk with regard to plasma 25-hydroxyvitamin D [25(OH)D] concentrations. Objective: We prospectively evaluated associations of total and free 25(OH)D and vitamin D–binding protein (VDBP) concentrations and the risk of early menopause in a case-control study nested within the Nurses’ Health Study II (NHS2). We also considered associations of 25(OH)D and VDBP with anti-Müllerian hormone (AMH) concentrations. Methods: The NHS2 is a prospective study in 116,430 nurses, aged 25–42 y at baseline (1989). Premenopausal plasma blood samples were collected between 1996 and 1999, from which total 25(OH)D and VDBP concentrations were measured and free 25(OH)D concentrations were calculated. Cases experienced menopause between blood collection and age 45 y (n = 328) and were matched 1:1 by age and other factors to controls who experienced menopause after age 48 y (n = 328). Conditional logistic regression models were used to estimate ORs and 95% CIs for early menopause according to each biomarker. Generalized linear models were used to estimate AMH geometric means according to each biomarker. Results: After adjusting for smoking and other factors, total and free 25(OH)D were not associated with early menopause. Quartile 4 compared with quartile 1 ORs were 1.04 (95% CI: 0.60, 1.81) for total 25(OH)D and 0.70 (95% CI: 0.41, 1.20) for free 25(OH)D. 25(OH)D was unrelated to AMH concentrations. VDBP was positively associated with early menopause; the OR comparing the highest with the lowest quartile of VDBP was 1.80 (95% CI: 1.09, 2.98). Conclusions: Our findings suggest that total and free 25(OH)D are not importantly related to the risk of early menopause. VDBP may be associated with increased risk, but replication is warranted.