Background: Excess body weight, physical activity, smoking, alcohol consumption and certain dietary factors are individually related to colorectal cancer (CRC) risk; however, little is known about their joint effects. The aim of this study was to develop a healthy lifestyle index (HLI) composed of five potentially modifiable lifestyle factors healthy weight, physical activity, non-smoking, limited alcohol consumption and a healthy diet, and to explore the association of this index with CRC incidence using data collected within the European Prospective Investigation into Cancer and Nutrition (EPIC) cohort. Methods: In the EPIC cohort, a total of 347,237 men and women, 25- to 70-years old, provided dietary and lifestyle information at study baseline (1992 to 2000). Over a median follow-up time of 12 years, 3,759 incident CRC cases were identified. The association between a HLI and CRC risk was evaluated using Cox proportional hazards regression models and population attributable risks (PARs) have been calculated. Results: After accounting for study centre, age, sex and education, compared with 0 or 1 healthy lifestyle factors, the hazard ratio (HR) for CRC was 0.87 (95% confidence interval (CI): 0.44 to 0.77) for two factors, 0.79 (95% CI: 0.70 to 0.89) for three factors, 0.66 (95% CI: 0.58 to 0.75) for four factors and 0.63 (95% CI: 0.54 to 0.74) for five factors; P-trend <0.0001. The associations were present for both colon and rectal cancers, HRs, 0.61 (95% CI: 0.50 to 0.74; P for trend <0.0001) for colon cancer and 0.68 (95% CI: 0.53 to 0.88; P-trend <0.0001) for rectal cancer, respectively (P-difference by cancer sub-site = 0.10). Overall, 16% of the new CRC cases (22% in men and 11% in women) were attributable to not adhering to a combination of all five healthy lifestyle behaviours included in the index. Conclusions: Combined lifestyle factors are associated with a lower incidence of CRC in European populations characterized by western lifestyles. Prevention strategies considering complex targeting of multiple lifestyle factors may provide practical means for improved CRC prevention.