Polygenic risk scores (PRS) have been shown to predict breast cancer risk in European women, but their utility in Asian women is unclear. Here we evaluate the best performing PRSs for European-ancestry women using data from 17,262 breast cancer cases and 17,695 controls of Asian ancestry from 13 case-control studies, and 10,255 Chinese women from a prospective cohort (413 incident breast cancers). Compared to women in the middle quintile of the risk distribution, women in the highest 1% of PRS distribution have a ~2.7-fold risk and women in the lowest 1% of PRS distribution has ~0.4-fold risk of developing breast cancer. There is no evidence of heterogeneity in PRS performance in Chinese, Malay and Indian women. A PRS developed for European-ancestry women is also predictive of breast cancer risk in Asian women and can help in developing risk-stratified screening programmes in Asia.