We evaluated the hypothesis that a pattern of behavioral exposures indicating positive energy balance [i.e., less exercise/sport activity, high body mass index (BMI), or high energy intake] would be associated with an increased breast cancer risk in the Shanghai Breast Cancer Study, a population-based study of 1,459 incident breast cancer cases and 1,556 age frequency-matched controls. Participants completed in-person interviews that collected information on breast cancer risk factors, usual dietary intake and physical activity in adulthood. Anthropometric indices were measured. Odds ratios and 95% confidence intervals were estimated by logistic regression to describe the individual and joint effects of the exposures on breast cancer risk. Lack of exercise/sport activity, low occupational activity, and high BMI were all individually associated with increased risk of breast cancer [odds ratios (OR) ranged from 1.49 to 1.86]. In general, women with lower exercise/sport activity level and higher BMI, or those with higher energy intake, were at an increased risk compared with women who reported more exercise/sport activities, had lower BMIs, or reported less energy intake. There was a significant multiplicative interaction (P = 0.02) between adult exercise/sport activity and BMI, with inactive women in the upper BMI quartile being at increased risk (OR, 2.16; 95% confidence interval, 1.25-3.74) compared with their active and lean counterparts. This association was stronger in postmenopausal than in premenopausal women, and non-exercising postmenopausal women with higher BMIs were at substantially increased risk (OR, 4.74; 95% confidence interval, 2.05-12.20). Our study suggests that promotion of behavior patterns that optimize energy balance (weight control and increasing physical activity) may be a viable option for breast cancer prevention.