Background: The role of vitamin D in cancer risk remains controversial, and limited data exist on associations between vitamin D and subtypes of specific cancers. We investigated associations between circulating 25-hydroxyvitamin D (25(OH)D) and risk of colorectal, breast, and prostate cancers, including subtypes. Methods: A case–cohort study within the Melbourne Collaborative Cohort Study included 547 colorectal, 634 breast, and 824 prostate cancers, and a sex-stratified random sample of participants (n ¼ 2,996). Concentration of 25(OH)D in baseline-dried blood spots was measured using LC-MS/MS. Cox regression yielded adjusted HRs and 95% confidence intervals (CI) for each cancer in relation to plasma-equivalent 25(OH)D concentration. Associations by stage and BRAF/KRAS status for colorectal cancer, estrogen receptor status for breast cancer, and aggressiveness for prostate cancer were examined in competing risks models. Results: 25(OH)D concentrations were inversely associated with risk of colorectal cancer [highest vs. lowest 25(OH)D quintile: HR, 0.71; 95% confidence interval (CI), 0.51–0.98], which was limited to women (HR, 0.52; 95% CI, 0.33–0.82). Circulating 25(OH)D was also inversely associated with BRAF V600E–positive colorectal cancer (per 25 nmol/L increment: HR, 0.71; 95% CI, 0.50–1.01). There were no inverse associations with breast cancer (HR, 0.98; 95% CI, 0.70–1.36) or prostate cancer (HR, 1.11; 95% CI, 0.82–1.48). Conclusions: Circulating 25(OH)D concentration was inversely associated with colorectal cancer risk for women, but not with risk of breast cancer or prostate cancer. Impact: Vitamin D might play a role in preventing colorectal cancer. Further studies are required to confirm whether vitamin D is associated with specific tumor subtypes.