Oxidative stress produced by adjuvant treatments is associated with cell injury; however, a healthy diet can help mitigate it. The aim of this study is to investigate the association between diet quality and oxidative stress parameters in women subjected to adjuvant treatment for breast cancer. The sample comprised 70 women. Oxidative stress biomarkers and diet quality parameters based on the Brazilian Healthy Eating Index—Revised (BHEI-R)—were evaluated at baseline (p0) and after adjuvant treatment (p1). Ferric reducing antioxidant potential (FRAP) was associated with diet quality at p0. BHEI-R scores were not different between p0 and p1; however, scores from total vegetables, total fruits, milk and dairy products, and meat, eggs and legumes were lower during treatment. On the other hand, lower sodium and saturated fat intake observed at p1 counterbalanced the BHEI-R score. Oxidative stress parameters have increased at p1, but they were not associated with diet quality; thus, changes in component intake were not enough to promote changes in oxidative stress during treatment. It appears that diet can enhance patients’ antioxidant defense before treatment, which could lead to better outcomes in the long term. Further investigations may help to clarify the association between diet and oxidative stress in women with breast cancer.