Derivative Instruments and Hedging Activities Narrative (Details) In Millions, unless otherwise specified	6 Months Ended		3 Months Ended	6 Months Ended	12 Months Ended	46 Months Ended										6 Months Ended			3 Months Ended		3 Months Ended	6 Months Ended
	Jun. 30, 2014 USD ($)	Jun. 29, 2013 USD ($)	Jun. 30, 2014 Fair Value Hedging [Member] USD ($)	Jun. 30, 2014 Fair Value Hedging [Member] USD ($)	Jun. 30, 2015 Forecast USD ($) M	Dec. 31, 2017 Forecast	Jun. 30, 2014 $500 million 3.5% notes due 2022 [Member] Senior Notes [Member] USD ($)		Dec. 31, 2013 $500 million 3.5% notes due 2022 [Member] Senior Notes [Member] USD ($)		May 03, 2012 $500 million 3.5% notes due 2022 [Member] Senior Notes [Member] USD ($)	Aug. 13, 2013 Zero Coupon Senior Unsecured Note [Member] Molson Coors Central Europe (MCCE) Convertible Debt [Member] EUR (€)	Jun. 15, 2012 Zero Coupon Senior Unsecured Note [Member] Molson Coors Central Europe (MCCE) Convertible Debt [Member]	Jul. 01, 2014 Interest rate swaps [Member] USD ($)	Jun. 30, 2014 Interest rate swaps [Member] USD ($)	Jun. 30, 2014 Interest rate swaps [Member] $500 million 3.5% notes due 2022 [Member] Senior Notes [Member] USD ($)	Jun. 30, 2014 Forward starting interest rate swap [Member] CAD	Jul. 01, 2014 Forward starting interest rate swap [Member] Subsequent Event [Member] CAD	Mar. 31, 2014 Cross currency swaps [Member] USD ($)	Mar. 31, 2014 Cross currency swaps [Member] CAD	Jun. 30, 2014 Interest Expense [Member] Fair Value Hedging [Member] Interest rate swaps [Member] USD ($)	Jun. 30, 2014 Interest Expense [Member] Fair Value Hedging [Member] Interest rate swaps [Member] USD ($)
Schedule of Trading Securities and Other Trading Assets
Derivative, notional amount														$ 200.0	$ 300.0		40.0	120.0		241.0
Total long-term debt (including current portion) before unamortized discounts and other							501.2	[1]	500.0	[1]	500.0	510.9
Debt instrument, interest rate percentage											3.50%		0.00%
Gain (loss) on interest rate swap, fair value			1.2	1.2																	1.2	1.2
Loss on interest rate swaps, change in carrying value																(1.2)
Derivative, notional, fixed interest rate																	3.11%
Payments on settlement of derivative instruments	65.2	35.1																	65.2
Unrealized Gain (Loss) on Interest Rate Cash Flow Hedges, Pretax, Accumulated Other Comprehensive Income (Loss)					$ 8
Term for Expected Losses Recorded in Accumulated Other Comprehensive Income					12
Maximum Length of Time Hedged in Cash Flow Hedge						3 years 9 months

[1] In the second quarter of 2014, we entered into interest rate swaps to economically convert a portion of our fixed rate $500 million 3.5% notes due 2022 ("$500 million notes") to floating rate debt. This resulted in an effective interest rate of 3.31% and 3.40%, for the three and six months ended June 30, 2014, respectively. As a result of this hedge program, the carrying value of the $500 million note includes a $1.2 million adjustment for fair value movements attributable to the benchmark interest rate. See Note 13, "Derivative Instruments and Hedging Activities" for further details.