Background: Nutrition has an important influence on the risk of developing breast cancer (BC). Dietary patterns can capture the complex interplay of nutrients and cooking methods can contribute to the presence of heterocyclic amines, which are potent mammary carcinogens. Research on dietary patterns, cooking methods, and their association with BC in Mexican women is scarce. Aim: To evaluate the association of dietary patterns and cooking methods with BC risk among women from the Northwest region of Mexico. Methods: This case-control study included 120 women. Eligible cases (n = 60) were diagnosed and biopsy-confirmed in the past 2 years. Control subjects (n = 60) were hospital and population-based. Dietary intake and cooking methods were respectively assessed through a food frequency questionnaire (FFQ) and the National Cancer Institute survey. We obtained dietary patterns from a K-means cluster analysis (CA), and multivariate logistic regression tested the association of dietary patterns and cooking methods with BC risk. Results: Prudent and caloric dietary patterns were identified. The caloric pattern was associated with BC risk (Model 1: ORadj: 5.07, 95%CI:1.44–17.84, p = 0.011; Model 2: ORadj: 4.99 (95%CI:1.39–17.92, p = 0.014). Intense frying, meat grilling and poultry resulted in a significant BC risk (Model 1: ORadj: 5.54,95%CI: 2.13–14.41), p < 0.001; Model 2: ORadj: 5.12, 95%CI: 1.83–14.31, p = 0.002). At Oestrogen exposure of <32 years, there was an association between dietary patterns and BC risk (ORadj: 4.69, 95%CI: 1.01–21.92, p = 0.049). The relationship between BC risk and cooking intensity was found in both strata of exposure to oestrogens: <32 years (ORadj: 3.72, 95%CI:1.04–13.33, p = 0.044), and ≥32 years (ORadj: 6.06, 95%CI:1.34–27.42, p = 0.019). Conclusions: A caloric dietary pattern rich in refined carbohydrates and saturated fat, and intense meat product cooking may increase the risk of BC in Mexican women.