Health-related quality of life (HRQoL) represents one of the most concerning aspects for cancer patients. The Healthy Eating Index (HEI) is an a priori diet quality index directly associated with health outcomes and HRQoL in cancer survivors in North American populations. We evaluated, in a Mediterranean population, the baseline associations between HEI-2015 and HRQoL in 492 women with breast cancer recruited in a DEDiCa lifestyle trial. Dietary data were obtained from 7-day food records; HRQoL was assessed through the European Organisation for Research and Treatment of Cancer Quality of Life Questionnaire Core 30 (EORTC QLQ C30) and the C30 Summary Score (SumSc). Analysis of variance and multivariable linear and log-gamma regression models were performed. Mean and standard deviation for HEI-2015 score was 68.8 ± 11.2; SumSc was 81.5 ± 12.9. Women with lower HEI-2015 score had higher BMI, were more frequently exposed to tobacco smoke and had fewer years of education. Patients with a HEI-2015 score greater than 68.7 (median value) showed a significant increase in SumSc of 4% (p = 0.02). HEI-2015 components also associated with SumSc were beans and greens (β = 1.04; p = 0.02). Weak associations were found for total vegetables and saturated fats. Higher diet quality in breast cancer survivors was associated with higher overall HRQoL in this cross-sectional analysis.