In the inverse‐variance weighted models, we found an inverse association between adiponectin and risk of colorectal cancer (odds ratio per 1 μg/mL increment in adiponectin concentration: 0.90 [95% confidence interval = 0.84‐0.97]; P = .01); but, evidence of horizontal pleiotropy was detected and the association was not present when this was taken into consideration. Here, ADIPOQ is linked to colorectal cancer.