The authors examined nutritional risk factors for prostate cancer among 9,559 participants in the Prostate Cancer Prevention Trial (United States and Canada, 1994–2003). The presence or absence of cancer was determined by prostate biopsy, which was recommended during the trial because of an elevated prostate-specific antigen level or an abnormal digital rectal examination and was offered to all men at the trial's end. Nutrient intake was assessed using a food frequency questionnaire and a structured supplement-use questionnaire. Cancer was detected in 1,703 men; 127 cancers were high-grade (Gleason score 8–10). There were no associations of any nutrient or supplement with prostate cancer risk overall. Risk of high-grade cancer was associated with high intake of polyunsaturated fats (quartile 4 vs. quartile 1: odds ratio = 2.41, 95% confidence interval (CI): 1.33, 4.38). Dietary calcium was positively associated with low-grade cancer but inversely associated with high-grade cancer (for quartile 4 vs. quartile 1, odds ratios were 1.27 (95% CI: 1.02, 1.57) and 0.43 (95% CI: 0.21, 0.89), respectively). Neither dietary nor supplemental intakes of nutrients often suggested for prostate cancer prevention, including lycopene, long-chain n-3 fatty acids, vitamin D, vitamin E, and selenium, were significantly associated with cancer risk. High intake of n-6 fatty acids, through their effects on inflammation and oxidative stress, may increase prostate cancer risk.