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Experimental research has uncovered lipocalin 2 (LCN2) as a novel biomarker implicated in the modulation of intestinal inflammation, metabolic homeostasis, and colon carcinogenesis. However, evidence from human research has been scant. We, therefore, explored the association of pre-diagnostic circulating LCN2 concentrations with incident colorectal cancer (CRC) in a nested case–control study within the in the European Prospective Investigation into Cancer and Nutrition (EPIC) cohort. LCN2 was measured in 1267 incident CRC cases matched to 1267 controls using incidence density sampling. Conditional logistic regression was used to estimate incidence rate ratios (IRRs) and 95% confidence intervals (95% CIs) according to tumor subsite and sex. Weighted Cox proportional hazard regression was used to explore associations by adiposity status. In multivariable-adjusted analyses, the IRR [95% CI] per doubling in LCN2 concentration was 1.16 [0.98–1.37] for CRC overall, 1.26 [1.00–1.59] for colon cancer, and 1.08 [0.85–1.38] for rectal cancer. The association for colon cancer was more pronounced in women (IRR [95% CI], 1.66 [1.20–2.30]) and for proximal colon cancer (IRR [95% CI], 1.96 [1.15–3.34]), whereas no association was seen in men and distal colon cancer. The association for colon cancer was positive in individuals with high waist circumference (hazard ratio [95% CI], 1.69 [1.52–1.88]) and inverse in individuals with low waist circumference (hazard ratio [95% CI], 0.86 [0.76–0.98], P interaction<0.01). Overall, these data suggest that pre-diagnostic LCN2 concentrations were positively associated with colon cancer, particularly occurring in the proximal colon, in women and among individuals with abdominal adiposity.