Mammographic density is an established risk factor for breast cancer and has a strong heritable component. Genome-wide association studies (GWAS) for mammographic density conducted in women of European descent have identified several genetic associations, but none of the studies have been tested in Asians. We sought to investigate whether these genetic loci, and loci associated with breast cancer risk and breast size, are associated with mammographic density in an Asian cohort. We conducted genotyping by mass spectrometry in 1,189 women (865 Chinese, 187 Indian, and 137 Malay). Quantitative measurements of mammographic density were performed using ImageJ, a fully automated thresholding technique. The associations of SNPs to densities were analyzed using linear regression models. We successfully evaluated the associations of 36 SNPs with mammographic densities. After adjusting for age, body mass index, parity, and menopausal status, we found that in our cohort of 865 Malaysian Chinese, three SNPs in the 6q25.1 region near ESR1 (rs2046210, rs12173570, and rs10484919) that were associated with mammographic density, breast cancer risk, or breast size in previous GWAS were significantly associated with both percentage density and absolute dense area. We could not replicate the most significant association found previously in European women (rs10995190, ZNF365 gene) because the minor allele was absent for Asian women. We found that the directions of genetic associations were similar to those reported in Caucasian women. Our results show that even in Asian women with lower population risk to breast cancer, there is shared heritability between mammographic density and breast cancer risk.