Advanced breast cancer (BC) is associated with heavier treatments and poorer prognosis than early BC. Despite mammographic screening, advanced BC incidence remains stable. Little is known about risk factors differentially associated with advanced BC. We analyzed factors predicting for postmenopausal advanced vs. early BC in the E3N cohort. E3N has been prospectively following 98,995 French women aged 50–65 years at baseline since 1990. Hazard ratios (HRs) and 95% confidence intervals (CIs) for advanced and early invasive BC were estimated with multivariate Cox competing risk hazard models. With a median follow‐up of 15.7 years, 4,941 postmenopausal BC were diagnosed, including 1,878 (38%) advanced BC. Compared to early BC, advanced BC was differentially associated with excess weight (HR 1.39 95% CI = 1.26–1.53 vs. 1.08 95% CI = 1.00–1.17, phomogeneity < 0.0001) and living in a rural area (HR 1.14 95% CI = 1.00–1.31 vs. 0.93 95% CI = 0.82–1.04, phomogeneity 0.02). Excess weight was the only differential risk factor for advanced BC for hormone‐dependent BC and for women compliant with screening recommendations. Previous mammography was associated with reduced advanced BC risk (HR 0.86 95% CI = 0.73–1.00) and increased early BC risk (HR 1.36 95% CI = 1.18–1.56, phomogeneity < 0.0001), but only for hormone‐dependent BC. Excess weight appears to be mostly associated with advanced BC, especially hormone‐dependent BC. These results add to the evidence for maintaining weight within the recommended limits. What's new? Targeting women at high risk of advanced‐stage diagnosis for personalized screening and prevention could help decrease the incidence of advanced breast cancers (BC). However, little is known about risk factors differentially associated with advanced BC. In this large prospective study, postmenopausal advanced BC is differentially associated with excess weight and living in a rural area, compared to early BC. Excess weight is the only differential risk factor for advanced hormone‐dependent BC, and for women compliant with screening recommendations. These results further support maintaining weight within the WHO recommended limits and enforcing mammographic screening as well as personalized prevention.