Metabolomics has been used extensively to capture the exposome. We investigated whether prospectively measured metabolites provided predictive power beyond well-established risk factors among 758 women with adjudicated cancers [n = 577 breast (BC) and n = 181 colorectal (CRC)] and n = 758 controls with available specimens (collected mean 7.2 years prior to diagnosis) in the Women’s Health Initiative Bone Mineral Density subcohort. Fasting samples were analyzed by LC-MS/MS and lipidomics in serum, plus GC-MS and NMR in 24 h urine. For feature selection, we applied LASSO regression and Super Learner algorithms. Prediction models were subsequently derived using logistic regression and Super Learner procedures, with performance assessed using cross-validation (CV). For BC, metabolites did not increase predictive performance over established risk factors (CV-AUCs~0.57). For CRC, prediction increased with the addition of metabolites (median CV-AUC across platforms increased from ~0.54 to ~0.60). Metabolites related to energy metabolism: adenosine, 2-hydroxyglutarate, N-acetyl-glycine, taurine, threonine, LPC (FA20:3), acetate, and glycerate; protein metabolism: histidine, leucic acid, isoleucine, N-acetyl-glutamate, allantoin, N-acetyl-neuraminate, hydroxyproline, and uracil; and dietary/microbial metabolites: myo-inositol, trimethylamine-N-oxide, and 7-methylguanine, consistently contributed to CRC prediction. Energy metabolism may play a key role in the development of CRC and may be evident prior to disease development.