Prior studies have observed a link between night shift work and increased risk of breast cancer. Melatonin, a hormone related to circadian rhythm, has been proposed to lower breast cancer risk by inhibiting cell proliferation. The disruption of peak melatonin that occurs during night shift work could explain the increase in risk observed. Several studies have assessed whether higher melatonin levels are associated with decreased breast cancer risk, but results have been conflicting. We examined the relationship between urinary melatonin levels and breast cancer risk in a nested case-control study conducted within the Women’s Health Initiative Observational Study. First morning urine samples collected at baseline were assayed for melatonin levels in 258 women diagnosed with invasive breast cancer and 515 matched controls from three enrollment sites. Using conditional logistic regression to adjust for matching factors and established risk factors, results indicate no association between urinary melatonin levels and breast cancer risk. The mean creatinine adjusted melatonin levels for cases and controls were 16.30 ng/mg and 16.05 ng/mg, respectively. Compared to the lowest quartile of creatinine adjusted melatonin, the odds of breast cancer did not vary by quartile of creatinine adjusted melatonin, adjusted for known breast cancer risk factors: second quartile 0.84 (95% CI 0.52-1.38), third quartile 1.05 (95% CI 0.65-1.72) and fourth quartile 1.09 (95% CI 0.66-1.81). This study does not suggest that melatonin is protective against breast cancer and suggests that reasons other than melatonin suppression may explain the increased risk of breast cancer seen in night shift workers.