(1) Background: Vitamin D levels in patients remain inadequately understood, with research yielding inconsistent findings. Breast cancer patients, particularly due to oncological therapies, face an increased risk of osteopenia, which can be exacerbated by a vitamin D deficiency. (2) Methods: The prospective observational "BEGYN-1" study assessed serum 25(OH)D levels at baseline and quarterly thereafter. Clinical, pathological, nutritional, vitamin supplementation, and lifestyle data were recorded. (3) Results: Before treatment, 68.5% of patients were vitamin D deficient (<30 ng/mL), with 4.6% experiencing severe deficiency (<10 ng/mL). The median baseline 25(OH)D levels were 24 ng/mL (range: 4.8 to 64.7 ng/mL). Throughout the study, the median vitamin D levels increased to 48 ng/mL (range: 22.0 to 76.7 ng/mL). Before diagnosis, 16.7% received vitamin D substitution, and 97.8% received vitamin D substitution throughout the year with a median weekly dose of 20,000 IU. It took at least three quarterly assessments for 95% of patients to reach the normal range. A multiple GEE analysis identified associations between 25(OH)D levels and supplementation, season, age, VLDL, magnesium levels, and endocrine therapy. (4) Conclusions: Physicians should monitor 25(OH)D levels before, during, and after oncological therapy to prevent vitamin D deficiency and to adjust substitution individually. While variables such as seasons, age, VLDL, magnesium, diet, and oncological interventions affect 25(OH)D levels, supplementation has the greatest impact.