Sense of coherence (SoC) is the origin of health according to Antonovsky. The link between SoC and risk of cancer has however rarely been assessed. We performed a cohort study of 46,436 women from the Karolinska Mammography Project for Risk Prediction of Breast Cancer (Karma). Participants answered a SoC-13 questionnaire at recruitment to Karma and were subsequently followed up for incident breast cancer. Multivariate Cox models were used to assess the hazard ratios (HRs) of breast cancer in relation to SoC. We identified 771 incident cases of breast cancer during follow-up (median time: 5.2 years). No association was found between SoC, either as a categorical (strong vs. weak SoC, HR: 1.08, 95% CI: 0.90–1.29) or continuous (HR: 1.08; 95% CI: 1.00–1.17 per standard deviation increase of SoC) variable, and risk of breast cancer. In summary, we found little evidence to support an association between SoC and risk of breast cancer.