By using summary statistics from the largest GWASs, the HUNT Study, data from ILCCO, FinnGen, three large consortia of colorectal cancer and multiple MR methods, we did not find convincing evidence for causal associations of estradiol, bioavailable testosterone, total testosterone and SHBG with lung and colorectal cancers in women of European ancestry. Here, SHBG is linked to colorectal cancer.