Purpose: Hormonal changes related to pregnancy and lactation among women treated for cancer might influence the risk of second primary cancer. We investigated whether pregnancy near the time of breast cancer, Hodgkin lymphoma or other cancer diagnoses is associated with increased risk of developing a new primary cancer. Methods: Women born after 1 April 1935 diagnosed with cancer at ages 15–44 years during 1968–2006 were identified in the Danish Cancer Registry. Information about pregnancies from various nationwide registers was used to identify women with a pregnancy-associated cancer defined as a cancer diagnosed 6 or fewer months before the pregnancy, during the pregnancy or up to 1 year after the pregnancy. Second primary cancers were ascertained through 2013, and hazard ratios (HRs) were calculated using Cox regression models adjusted for age, calendar-period and number of pregnancies with the reference defined as cancer not associated with a pregnancy. Results: We identified 2,974 women with pregnancy-associated cancer and 31,970 women who were not pregnant near the time of their cancer diagnosis. There was no association between pregnancy-associated cancer and a second cancer (HR 0.91; 95% CI 0.79–1.05). Among 680 women with either breast cancer or Hodgkin lymphoma associated with pregnancy, a HR of 1.16 (95% CI 0.87–1.56) for second breast cancer was observed based on 48 cases. Conclusion: While hormonal changes might stimulate development of specific cancers, in particular breast cancer, it is reassuring that risk of breast and other second cancers was not related to pregnancy near the time of a first primary cancer diagnosis.