Mammographic density (MD), after accounting for age and body mass index (BMI), is a strong heritable risk factor for breast cancer. Genome-wide association studies (GWAS) have identified 64 SNPs in 55 independent loci associated with MD in women of European ancestry. Their associations with MD in Asian women, however, are largely unknown. Using linear regression adjusting for age, BMI, and ancestry-informative principal components, we evaluated the associations of previously reported MD-associated SNPs with MD in a multi-ethnic cohort of Asian ancestry. Area and volumetric mammographic densities were determined using STRATUS (N = 2450) and Volpara™ (N = 2257). We also assessed the associations of these SNPs with breast cancer risk in an Asian population of 14,570 cases and 80,870 controls. Of the 61 SNPs available in our data, 21 were associated with MD at a nominal threshold of P value < 0.05, all in consistent directions with those reported in European ancestry populations. Of the remaining 40 variants with a P-value of association > 0.05, 29 variants showed consistent directions of association as those previously reported. We found that nine of the 21 MD-associated SNPs in this study were also associated with breast cancer risk in Asian women (P < 0.05), seven of which showed a direction of associations that was consistent with that reported for MD. Our study confirms the associations of 21 SNPs (19/55 or 34.5% out of all known MD loci identified in women of European ancestry) with area and/or volumetric densities in Asian women, and further supports the evidence of a shared genetic basis through common genetic variants for MD and breast cancer risk.