In our work, the associations of GWAS (genome-wide associative studies) impact for sex-hormone-binding globulin (SHBG)-level SNPs with the risk of breast cancer (BC) in the cohort of Caucasian women of Russia were assessed. The work was performed on a sample of 1498 women (358 BC patients and 1140 control (non BC) subjects). SHBG correlated in previously GWAS nine polymorphisms such as rs780093 , rs17496332 , rs3779195 , rs10454142 , rs7910927 , rs4149056 , rs440837 , rs12150660 , and rs8023580 have been genotyped. BC risk effects of allelic and non-allelic SHBG-linked gene SNPs interactions were detected by regression analysis. The risk genetic factor for BC developing is an SHBG-lowering allele variant C rs10454142 (additive genetic model OR = 1.31; 95%CI = 1.08-1.65; p = 0.024; power = 85.26%), which determines 0.32% of the cancer variance. Eight of the nine studied SHBG-related SNPs have been involved in cancer susceptibility as part of nine different non-allelic gene interaction models, the greatest contribution to which is made by rs10454142 (included in all nine models, 100%) and four more SNPs-rs7910927 (five models, 55.56%), rs17496332 (four models, 44.44%), rs780093 (four models, 44.44%), and rs440837 (four models, 44.44%). For SHBG-related loci, pronounced functionality in the organism (including breast, liver, fibroblasts, etc.) was predicted in silico, having a direct relationship through many pathways with cancer pathophysiology. In conclusion, our results demonstrated the involvement of SHBG-correlated genes polymorphisms in BC risk in Caucasian women in Russia.