Postmenopausal status is a risk factor for distal sensory polyneuropathy—the most common type of peripheral neuropathy. We aimed to investigate associations between reproductive factors and history of exogenous hormone use with distal sensory polyneuropathy among postmenopausal women in the United States using data from the National Health and Nutrition Examination Survey 1999–2004, and to explore the modifying effects of ethnicity on these associations. We conducted a cross-sectional study among postmenopausal women aged ≥ 40 years. Women with a history of diabetes, stroke, cancer, cardiovascular disease, thyroid disease, liver disease, weak or failing kidneys, or amputation were excluded. Distal sensory polyneuropathy was measured using a 10-g monofilament test, and a questionnaire was used to collect data on reproductive history. Multivariable survey logistic regression was used to test the association between reproductive history variables and distal sensory polyneuropathy. In total, 1144 postmenopausal women aged ≥ 40 years were included. The adjusted odds ratios were 8.13 [95% confidence interval (CI) 1.24–53.28] and 3.18 (95% CI 1.32–7.68) for age at menarche < 11 years and time since menopause > 20 years, respectively, which were positively associated with distal sensory polyneuropathy; adjusted odds ratios were 0.45 for the history of breastfeeding (95% CI 0.21–0.99) and 0.41 for exogenous hormone use (95% CI 0.19–0.87) were negatively associated. Subgroup analysis revealed ethnicity-based heterogeneity in these associations. Age at menarche, time since menopause, breastfeeding, and exogenous hormone use were associated with distal sensory polyneuropathy. Ethnicity significantly modified these associations.