A nutritional intervention promotes the loss of body and visceral fat while maintaining muscle mass in breast cancer patients. Extracellular vesicles (EVs) and their characteristics can be potential biomarkers of disease. Here, we explore the changes in the Zeta potential of EVs; the content of miRNA-30, miRNA-145, and miRNA-155; and their association with body composition and biomarkers of metabolic risk in breast cancer patients, before and 6 months after a nutritional intervention. Clinicopathological data (HER2neu, estrogen receptor, and Ki67), anthropometric and body composition data, and plasma samples were available from a previous study. Plasma EVs were isolated and characterized in 16 patients. The expression of miRNA-30, miRNA-145, and miRNA-155 was analyzed. The Zeta potential was associated with HER2neu (β = 2.1; p = 0.00), Ki67 (β = −1.39; p = 0.007), estrogen positive (β = 1.57; p = 0.01), weight (β = −0.09; p = 0.00), and visceral fat (β = 0.004; p = 0.00). miRNA-30 was associated with LDL (β = −0.012; p = 0.01) and HDL (β = −0.02; p = 0.05). miRNA-155 was associated with visceral fat (β = −0.0007; p = 0.05) and Ki67 (β = −0.47; p = 0.04). Our results reveal significant associations between the expression of miRNA-30 and miRNA-155 and the Zeta potential of the EVs with biomarkers of metabolic risk and disease prognosis in women with breast cancer; particularly, the Zeta potential of EVs can be a new biomarker sensitive to changes in the nutritional status and breast cancer progression.