Prediction of survival probabilities based on models developed by other countries has shown inconsistent findings among Malaysian patients. This study aimed to develop predictive models for survival among women with breast cancer in Malaysia. A retrospective cohort study was conducted involving patients who were diagnosed between 2012 and 2016 in seven breast cancer centres, where their survival status was followed until 31 December 2021. A total of 13 predictors were selected to model five-year survival probabilities by applying Cox proportional hazards (PH), artificial neural networks (ANN), and decision tree (DT) classification analysis. The random-split dataset strategy was used to develop and measure the models’ performance. Among 1006 patients, the majority were Malay, with ductal carcinoma, hormone-sensitive, HER2-negative, at T2-, N1-stage, without metastasis, received surgery and chemotherapy. The estimated five-year survival rate was 60.5% (95% CI: 57.6, 63.6). For Cox PH, the c-index was 0.82 for model derivation and 0.81 for validation. The model was well-calibrated. The Cox PH model outperformed the DT and ANN models in most performance indices, with the Cox PH model having the highest accuracy of 0.841. The accuracies of the DT and ANN models were 0.811 and 0.821, respectively. The Cox PH model is more useful for survival prediction in this study’s setting.