Background: Exposure to trihalomethanes (THMs) in drinking water has consistently been associated with an increased risk of bladder cancer, but evidence on other cancers including the breast is very limited. Objectives: We assessed long-term exposure to THMs to evaluate the association with female breast cancer (BC) risk. Methods: A multi case-control study was conducted in Spain from 2008 to 2013. We included 1003 incident BC cases (women 20–85 years old) recruited from 14 hospitals and 1458 population controls. Subjects were interviewed to ascertain residential histories and major recognized risk factors for BC. Mean residential levels of chloroform, brominated THMs (Br-THMs) and the sum of both as total THM (TTHMs) during the adult-lifetime were calculated. Results: Mean adult-lifetime residential levels ranged from 0.8 to 145.7 μg/L for TTHM (median = 30.8), from 0.2 to 62.4 μg/L for chloroform (median = 19.7) and from 0.3 to 126.0 μg/L for Br-THMs (median = 9.7). Adult-lifetime residential chloroform was associated with BC (adjusted OR = 1.47; 95%CI = 1.05, 2.06 for the highest (> 24 μg/L) vs. lowest (< 8 μg/L) quartile; p-trend = 0.024). No association was detected for residential Br-THMs (OR = 0.91; 95%CI = 0.68, 1.23 for > 31 μg/L vs. < 6 μg/L) or TTHMs (OR = 1.14; 95%CI = 0.83, 1.57 for > 48 μg/L vs. < 22 μg/L). Conclusions: At common levels in Europe, long-term residential total THMs were not related to female breast cancer. A moderate association with chloroform was suggested at the highest exposure category. This large epidemiological study with extensive exposure assessment overcomes several limitations of previous studies but further studies are needed to confirm these results.