Purpose We examined the association between alcohol consumption and mammographic density (MD) considering in detail the time of exposure and the type of alcohol. Methods Of 5,356 women (4,489 post-menopausal) from the Danish Diet, Cancer and Health cohort (1993–1997) who attended mammographic screening in Copenhagen (1993–2001), we used MD (mixed/dense or fatty) assessed at the first screening after cohort entry. Alcohol consumption was assessed at the time of recruitment. Logistic regression was used to estimate associations [odds ratios (OR), 95% confidence intervals (CI)] between alcohol consumption and MD. Results The mean age was 56.2 years, 56.5% of women had mixed/dense MD, and 91.8% were alcohol consumers. There was no association between current alcohol consumption and MD at baseline (age 50–65, on average 1 year before MD assessment) neither between age at drinking initiation and MD, in the fully adjusted model. There was a borderline statistically significantly increased OR of having mixed/dense MD in women who consumed > 7 drinks/week at age 20–29 (1.31, 95% CI 1.00–1.72) compared to non-drinkers in this age group, and no effect of drinking at age 30–39, 40–49 or after > 50 years, when adjusting for current drinking. However, when considering different types of alcohol, drinking spirits at age 20–29 was positively associated with mixed/dense breast (3–7 drinks/week: OR 1.74, 95% CI 1.12–2.72); >7 drinks/week: (OR 1.76, 95% CI 0.73–4.23). No consistent pattern was found with beer, wine, or fortified wine. Conclusions We found higher MD among women with high alcohol consumption in early adulthood (ages 20–29), in those drinking spirits.