Background: Statins represent candidates for drug repurposing in Parkinson's disease (PD). Few studies examined the role of reverse causation, statin subgroups, and dose–response relations based on time-varying exposures. Objectives: We examined whether statin use is associated with PD incidence while attempting to overcome the limitations described previously, especially reverse causation. Method: We used data from the E3N cohort study of French women (follow-up, 2004–2018). Incident PD was ascertained using multiple sources and validated by experts. New statin users were identified through linked drug claims. We set up a nested case-control study to describe trajectories of statin prescriptions and medical consultations before diagnosis. We used time-varying multivariable Cox proportional hazards regression models to examine the statins–PD association. Exposure indexes included ever use, cumulative duration/dose, and mean daily dose and were lagged by 5 years to address reverse causation. Results: The case-control study (693 cases, 13,784 controls) showed differences in case-control trajectories, with changes in the 5 years before diagnosis in cases. Of 73,925 women (aged 54–79 years), 524 developed PD and 11,552 started using statins in lagged analyses. Ever use of any statin was not associated with PD (hazard ratio [HR] = 0.87, 95% confidence interval [CI] = 0.67–1.11). Alternatively, ever use of lipophilic statins was significantly associated with lower PD incidence (HR = 0.70, 95% CI = 0.51–0.98), with a dose–response relation for the mean daily dose (P-linear trend = 0.02). There was no association for hydrophilic statins. Conclusion: Use of lipophilic statins at least 5 years earlier was associated with reduced PD incidence in women, with a dose–response relation for the mean daily dose. © 2023 The Authors. Movement Disorders published by Wiley Periodicals LLC on behalf of International Parkinson and Movement Disorder Society. © 2023 The Authors. Movement Disorders published by Wiley Periodicals LLC on behalf of International Parkinson and Movement Disorder Society