The forward Drell-Yan process at the LHC probes the proton structure at a very small Bjorken-x and moderate hard scales. In this kinematical domain higher twist effects may be significant and introduce sizeable corrections to the standard leading twist description. We study the forward Drell-Yan process beyond the leading twist approximation within the color dipole model framework that incorporates multiple scattering effects. We derive the Mellin representation of the forward Drell-Yan impact factors for fully differential cross-sections. These results combined with the color dipole cross-section of the saturation model are used to perform the twist expansion of the Drell-Yan structure functions at arbitrary transverse momentum q T of the Drell-Yan pair and also of the structure functions integrated over q_{T}. We also investigate the Lam-Tung relation, find that it is broken at twist 4 and provide explicit estimates for the breaking term.