Although widely studied over the past 40 years, personal use of hair dye generally has not been associated with overall cancer risk. The association between hair dye use and risk of bladder and hematopoietic cancers has been less conclusive. Most hair dye studies have been case-control studies conducted in Caucasian populations. We examined the relationship between personal hair dye use and cancer risk in a prospective cohort of 70,366 Chinese women. After an average of 7 years of follow up, 2437 women were newly diagnosed with cancer by 31 December 2005. Cox proportional hazard models were used to estimate relative risks (RR) and 95% confidence intervals (CI) of cancer risk associated with hair dye use, adjusting for potential confounding factors. Compared with women who reported no hair dye use, ever users had an overall cancer risk of 0.89 (95% CI 0.82, 0.97). No significant association was observed for several common cancers, including cancers of the breast (RR 0.93, 95% CI 0.78, 1.09), lung (RR 0.81, 95% CI 0.62, 1.09), stomach (RR 0.90, 95% CI 0.66, 1.21), and colorectum (RR 1.04, 95% CI 0.84, 1.28). We also found no significant association with most other cancers, including bladder cancer (RR 1.14, 95% CI 0.56, 2.35) and hematopoietic cancers overall (RR 0.89, 95% CI 0.59, 1.35) or their subtypes, including non-Hodgkin lymphoma, multiple myeloma, and leukemia. We generally found no evidence of an association between personal use of hair dye and cancer risk, although our study is limited by small numbers for certain cancer types.