The potential role of vitamin D in cancer prevention has generated substantial interest, and laboratory experiments indicate several anti-cancer properties for vitamin D compounds. Prospective studies of circulating 25-hydroxyvitamin D [25(OH)D], the accepted biomarker of vitamin D status, suggest an inverse association with colorectal cancer risk, but with some inconsistencies. Furthermore, the direct or indirect impact of the key transport protein, vitamin D binding protein (DBP), has not been examined. We conducted a prospective study of serum 25(OH)D and DBP concentrations and colorectal cancer risk in the Prostate, Lung, Colorectal, and Ovarian Cancer Screening Trial, based on 476 colorectal cancer cases and 476 controls, matched on age, sex, race, and date of serum collection. All subjects underwent sigmoidoscopic screening at baseline and once during follow-up. Conditional logistic regression estimated odds ratios (ORs) and 95% confidence intervals (CIs). Circulating 25(OH)D was inversely associated with colorectal cancer (OR=0.60, 95% CI 0.38-0.94 for highest versus lowest quintile, p-trend 0.01). Adjusting for recognized colorectal cancer risk factors and accounting for seasonal vitamin D variation did not alter the findings. Neither circulating DBP nor the 25(OH)D:DBP molar ratio, a proxy for free circulating 25(OH)D, was associated with risk (OR=0.82, 95% CI 0.54-1.26, and OR=0.79, 95% CI 0.52-1.21, respectively), and DBP did not modify the 25(OH)D association. The current study eliminated confounding by colorectal cancer screening behavior, and supports an association between higher vitamin D status and substantially lower colorectal cancer risk, but does not indicate a direct or modifying role for DBP. © 2014 Wiley Periodicals, Inc.