Objectives: We aimed to develop a novel non-linear statistical model integrating primary tumor features on baseline [18F]-fluorodeoxyglucose positron emission tomography/computed tomography (FDG-PET/CT), molecular subtype, and clinical data for treatment benefit prediction in women with newly diagnosed breast cancer using innovative statistical techniques, as opposed to conventional methodological approaches. Methods: In this single-center retrospective study, we conducted a comprehensive assessment of women newly diagnosed with breast cancer who had undergone a FDG-PET/CT scan for staging prior to treatment. Primary tumor (PT) volume, maximum and mean standardized uptake value (SUVmax and SUVmean), metabolic tumor volume (MTV), and total lesion glycolysis (TLG) were measured on PET/CT. Clinical data including clinical staging (TNM) but also PT anatomical site, histology, receptor status, proliferation index, and molecular subtype were obtained from the medical records. Overall survival (OS), progression-free survival (PFS), and clinical benefit (CB) were assessed as endpoints. A logistic generalized additive model was chosen as the statistical approach to assess the impact of all listed variables on CB. Results: 70 women with newly diagnosed breast cancer (mean age 63.3 ± 15.4 years) were included. The most common location of breast cancer was the upper outer quadrant (40.0%) in the left breast (52.9%). An invasive ductal adenocarcinoma (88.6%) with a high tumor proliferation index (mean ki-67 expression 35.1 ± 24.5%) and molecular subtype B (51.4%) was by far the most detected breast tumor. Most PTs displayed on hybrid imaging a greater volume (12.8 ± 30.4 cm3) with hypermetabolism (mean ± SD of PT maximum SUVmax, SUVmean, MTV, and TLG, respectively: 8.1 ± 7.2, 4.9 ± 4.4, 12.7 ± 30.4, and 47.4 ± 80.2). Higher PT volume (p < 0.01), SUVmax (p = 0.04), SUVmean (p = 0.03), and MTV (<0.01) significantly compromised CB. A considerable majority of patients survived throughout this period (92.8%), while five women died (7.2%). In fact, the OS was 31.7 ± 14.2 months and PFS was 30.2 ± 14.1 months. A multivariate prediction model for CB with excellent accuracy could be developed using age, body mass index (BMI), T, M, PT TLG, and PT volume as predictive parameters. PT volume and PT TLG demonstrated a significant influence on CB in lower ranges; however, beyond a specific cutoff value (respectively, 29.52 cm3 for PT volume and 161.95 cm3 for PT TLG), their impact on CB only reached negligible levels. Ultimately, the absence of distant metastasis M displayed a strong positive impact on CB far ahead of the tumor size T (standardized average estimate 0.88 vs. 0.4). Conclusions: Our results emphasized the pivotal role played by FDG-PET/CT prior to treatment in forecasting treatment outcomes in women newly diagnosed with breast cancer. Nevertheless, careful consideration is required when selecting the methodological approach, as our innovative statistical techniques unveiled non-linear influences of predictive biomarkers on treatment benefit, highlighting also the importance of early breast cancer diagnosis.