We aimed to assess differences in breast cancer risk across benign breast disease diagnosed at prevalent or incident screens. We conducted a retrospective cohort study with data from 629,087 women participating in a long-standing population-based breast cancer screening program in Spain. Each benign breast disease was classified as non-proliferative, proliferative without atypia, or proliferative with atypia, and whether it was diagnosed in a prevalent or incident screen. We used partly conditional Cox hazard regression to estimate the adjusted hazard ratios of the risk of breast cancer. Compared with women without benign breast disease, the risk of breast cancer was significantly higher (p-value = 0.005) in women with benign breast disease diagnosed in an incident screen (aHR, 2.67; 95%CI: 2.24-3.19) than in those with benign breast disease diagnosed in a prevalent screen (aHR, 1.87; 95%CI: 1.57-2.24). The highest risk was found in women with a proliferative benign breast disease with atypia (aHR, 4.35; 95%CI: 2.09-9.08, and 3.35; 95%CI: 1.51-7.40 for those diagnosed at incident and prevalent screens, respectively), while the lowest was found in women with non-proliferative benign breast disease (aHR, 2.39; 95%CI: 1.95-2.93, and 1.63; 95%CI: 1.32-2.02 for those diagnosed at incident and prevalent screens, respectively). Our study showed that the risk of breast cancer conferred by a benign breast disease differed according to type of screen (prevalent or incident). To our knowledge, this is the first study to analyse the impact of the screening type on benign breast disease prognosis.