The association of overweight and obesity with premenopausal breast cancer remained unclear, ethnicity could play a role. A MEDLINE and PUBMED search of all studies on obesity and premenopausal breast cancer published from 2000 to 2010 was conducted. Dose-response meta-analysis was used to determine the risk of premenopausal breast cancer associated with different anthropometric measurements in different ethnic groups. For body mass index (BMI), each 5 kg m−2 increase was inversely associated with the risk of premenopausal breast cancer (RR = 0.95, 95% confidence interval [CI]: 0.94, 0.97). After stratification by ethnicity, the inverse association remained significant only among Africans (RR = 0.95, 95% CI: 0.91, 0.98) and Caucasians (RR = 0.93, 95% CI: 0.91, 0.95). In contrast, among Asian women, a significant positive association was observed. For waist-to-hip ratio (WHR), each 0.1 unit increase was positively associated with premenopausal breast cancer (RR = 1.08, 95% CI: 1.01, 1.16); the largest effect was detected in Asian women (RR = 1.19, 95% CI: 1.15, 1.24), while small effects of 5% and 6% were observed in African and Caucasian women, respectively. Our results suggest the importance of considering both fat distribution and ethnicity when studying premenopausal breast cancer.