Endocrine therapy (ET) for breast cancer treatment is associated with cognitive complaints, but their etiology is poorly understood. To address this, we developed and implemented an ambulatory assessment protocol consisting of wearable activity monitors, brief surveys of affect, context, and perceived impairments, and ultra-brief performance-based measures of cognition. Newly diagnosed, ER/PR+, stage 0-III, female breast cancer patients, were recruited. Ambulatory assessments were conducted on smart phones and wearable activity monitors were used to monitor sleep and physical activity. Participants were asked to complete five 7-day measurement bursts (one before starting ET and one each month for 4 consecutive months while on ET). We observed a consent rate of 36%, 27 women completed the study. Of the women that withdrew, 91% dropped prior to the midpoint of follow up. There were no significant differences in demographics, clinical breast cancer characteristics, sleep or physical activity patterns, or measures of cognition between women who completed versus withdrew. Women who did not complete the study provided fewer valid days of baseline data. In conclusion, while some women may be overwhelmed with their cancer diagnosis, we did not identify any predictive characteristics of women whom did not complete the study. This novel method enables the prospective study of psychological changes associated with cancer treatment, capturing a wide array of information about behavior, experience, and cognition, thus providing a picture of the lived experiences of cancer patients before and during exposure to ET.