Evidence from animal studies suggests that furocoumarins, compounds present in citrus products, can increase the risk of non-melanoma skin cancer (NMSC) when combined with ultraviolet radiation. The objective of this study was to determine the relationship between citrus intake and NMSC risk among postmenopausal women from the Women’s Health Initiative (WHI) Observational Study, who were aged 50–79 years at enrollment (1993–1998). The consumption of citrus fruit, citrus juice, and non-citrus fruit and juice were measured at the baseline of the study using a food frequency questionnaire (FFQ). NMSC cases (basal or squamous cell carcinomas) were self-reported during annual follow-up surveys. The outcome data used for this analysis were collected through March 2020. The relative risk (RR) for incident NMSC by citrus consumption was calculated. Among 49,007 non-Hispanic white participants, there were 8642 cases of incident NMSC. Using less than one serving of citrus juice per week as reference, the RRs and 95% confidence intervals (CI) for incident NMSC by citrus juice intake were 1.03 (0.95, 1.10) for one serving/week, 1.06 (1.00, 1.12) for two to four servings/week, 0.98 (0.90, 1.07) for five to six servings/week, and 1.08 (1.02, 1.13) for one or more serving/day (p-trend = 0.007). Subgroup analyses did not reveal meaningful associations by sun exposure variables. In conclusion, there were indications of a slightly higher risk of incident NMSC among citrus juice consumers; however, further longitudinal and mechanistic studies are needed to confirm the key risk factors.