Concerns about breast cancer overdiagnosis have increased the need to understand how cancers detected through screening mammography differ from those first detected by a woman or her clinician. We investigated risk factor associations for invasive breast cancer by method of detection within a series of case-control studies (1992–2007) carried out in Wisconsin, Massachusetts, and New Hampshire (n = 15,648 invasive breast cancer patients and 17,602 controls aged 40–79 years). Approximately half of case women reported that their cancer had been detected by mammographic screening and half that they or their clinician had detected it. In polytomous logistic regression models, parity and age at first birth were more strongly associated with risk of mammography-detected breast cancer than with risk of woman/clinician-detected breast cancer (P ≤ 0.01; adjusted for mammography utilization). Among postmenopausal women, estrogen-progestin hormone use was predominantly associated with risk of woman/clinician-detected breast cancer (odds ratio (OR) = 1.49, 95% confidence interval (CI): 1.29, 1.72), whereas obesity was predominantly associated with risk of mammography-detected breast cancer (OR = 1.72, 95% CI: 1.54, 1.92). Among regularly screened premenopausal women, obesity was not associated with increased risk of mammography-detected breast cancer (OR = 0.99, 95% CI: 0.83, 1.18), but it was associated with reduced risk of woman/clinician-detected breast cancer (OR = 0.53, 95% CI: 0.43, 0.64). These findings indicate important differences in breast cancer risk factors according to method of detection.