To better understand the role of individual and lifestyle factors in human disease, an exposome‐wide association study was performed to investigate within a single study anthropometry measures and lifestyle factors previously associated with B‐cell lymphoma (BCL). Within the European Prospective Investigation into Cancer and nutrition study, 2,402 incident BCL cases were diagnosed from 475,426 participants that were followed‐up on average 14 years. Standard and penalized Cox regression models as well as principal component (PC) analysis were used to evaluate 84 exposures in relation to BCL risk. Standard and penalized Cox regression models showed a positive association between anthropometric measures and BCL and multiple myeloma/plasma cell neoplasm (MM). The penalized Cox models additionally showed the association between several exposures from categories of physical activity, smoking status, medical history, socioeconomic position, and diet and BCL and/or the subtypes. PC analyses confirmed the individual associations but also showed additional observations. The PC5 including anthropometry, was positively associated with BCL, diffuse large B‐cell lymphoma (DLBCL), and MM. There was a significant positive association between consumption of sugar and confectionary (PC11) and follicular lymphoma risk, and an inverse association between fish and shellfish and Vitamin D (PC15) and DLBCL risk. The PC1 including features of the Mediterranean diet and diet with lower inflammatory score showed an inverse association with BCL risk, while the PC7, including dairy, was positively associated with BCL and DLBCL risk. Physical activity (PC10) was positively associated with DLBCL risk among women. This study provided informative insights on the etiology of BCL.