Previous research suggests that alcohol consumption is associated with high age at menopause. Yet, knowledge about the dose-response relationship is inconsistent. Thus, we studied the pattern of the association of pre-menopausal alcohol consumption with age at natural menopause. We performed a retrospective population-based study using self-reported data from 280 497 women aged 50-69 years attending the Norwegian breast cancer screening programme (BreastScreen Norway) during 2006-15. Associations of weekly alcohol consumption between the age of 20 and 49 years with age at menopause were estimated as hazard ratios (HRs) using Cox proportional hazard models with restricted cubic splines to allow for non-linear associations. We adjusted for year and place of birth, number of childbirths, educational level, body mass index and smoking habits. Mean age at natural menopause was 51.20 years (interquartile range: 49-54 years). The adjusted HR of reaching menopause was highest for women with no alcohol consumption (reference) and the HR decreased by alcohol consumption up to 50 grams per week (adjusted HR 0.87; 95% CI: 0.86-0.88). Above 50 grams, there was no further decrease in the HR of reaching menopause (P for non-linearity of <0.001). Women who did not consume alcohol were youngest at menopause. The lack of a dose-response association among alcohol consumers implies virtually no relation of alcohol consumption with age at menopause. Our findings may suggest that characteristics of the women who did not consume alcohol, not accounted for in the data analyses, explain their younger age at menopause.