The findings contrast with past work suggesting stress doubles the risk.
The Danish team says it may be that regular doses of stress are good, while a short burst of acute stress, around a life event such as bereavement, is bad.
Their work in the British Medical Journal is based on survey responses of nearly 7,000 women living in Copenhagen between 1981 and 1983, according to a BBC Health report.
Experts say the research did not clear up whether or not stress is an important factor in breast cancer risk.
In the study, stress is defined as tension, nervousness, impatience, anxiety, or sleeplessness.
