Background: Menopausal hormone therapy (MHT) use has been consistently associated with a decreased risk of colorectal cancer (CRC) in women. Our aim was to use a genome-wide gene–environment interaction analysis to identify genetic modifiers of CRC risk associated with use of MHT. Methods: We included 10 835 postmenopausal women (5419 cases and 5416 controls) from 10 studies. We evaluated use of any MHT, oestrogen-only (E-only) and combined oestrogen–progestogen (E+P) hormone preparations. To test for multiplicative interactions, we applied the empirical Bayes (EB) test as well as the Wald test in conventional case–control logistic regression as primary tests. The Cocktail test was used as secondary test. Results: The EB test identified a significant interaction between rs964293 at 20q13.2/CYP24A1 and E+P (interaction OR (95% CIs)=0.61 (0.52–0.72), P=4.8 × 10−9). The secondary analysis also identified this interaction (Cocktail test OR=0.64 (0.52–0.78), P=1.2 × 10−5 (alpha threshold=3.1 × 10−4). The ORs for association between E+P and CRC risk by rs964293 genotype were as follows: C/C, 0.96 (0.61–1.50); A/C, 0.61 (0.39–0.95) and A/A, 0.40 (0.22–0.73), respectively. Conclusions: Our results indicate that rs964293 modifies the association between E+P and CRC risk. The variant is located near CYP24A1, which encodes an enzyme involved in vitamin D metabolism. This novel finding offers additional insight into downstream pathways of CRC etiopathogenesis.