Breast cancer (BC) is the most common malignancy in women worldwide and leads, in more than 70% of patients with advanced disease, to skeleton colonization and formation of bone metastases (BM). This condition implies a severe disability and deterioration of the quality of life, with consequent additional social costs. In recent decades, several studies explored the role of agents acting within the bone microenvironment to counteract BM development, and several bone-targeting agents (BTAs) have been introduced in the clinical practice to manage bone lesions and reduce the risk of skeletal complications. However, long-term exposure to these agents is not free from potential toxicities and needs careful monitoring. In this context, the potential capability to prevent BM onset in selected BC patients, through the early administration of BTAs, has been explored by several researchers, with the belief that “prevention is better than cure” and that, ultimately, metastatic BC is an incurable condition. Here, we revised the mechanisms of BM development in BC as well as the strategies for selecting high-risk patients suitable for early BTA treatment.