Fetuin-A, a hepatic-origin protein, is strongly positively associated with risk of type 2 diabetes in human observational studies, but it is unknown whether this association is causal. We aimed to study the potential causal relation of circulating fetuin-A to risk of type 2 diabetes in a Mendelian randomization study with single nucleotide polymorphisms located in the fetuin-A–encoding AHSG gene. We used data from eight European countries of the European Prospective Investigation into Cancer and Nutrition (EPIC)-InterAct case-cohort study including 10,020 incident cases. Plasma fetuin-A concentration was measured in a subset of 965 subcohort participants and 654 case subjects. A genetic score of the AHSG single nucleotide polymorphisms was strongly associated with fetuin-A (28% explained variation). Using the genetic score as instrumental variable of fetuin-A, we observed no significant association of a 50 µg/mL higher fetuin-A concentration with diabetes risk (hazard ratio 1.02 [95% CI 0.97, 1.07]). Combining our results with those from the DIAbetes Genetics Replication And Meta-analysis (DIAGRAM) consortium (12,171 case subjects) also did not suggest a clear significant relation of fetuin-A with diabetes risk. In conclusion, although there is mechanistic evidence for an effect of fetuin-A on insulin sensitivity and secretion, this study does not support a strong, relevant relationship between circulating fetuin-A and diabetes risk in the general population.