Breast cancer is the most prevalent oncological disease among women, and it represents the second oncological cause of death. Many studies have considered the quality of life in people with breast cancer because this condition has high comorbidity with mental distress, anxiety, affective disorders and depression. Psychological interventions can reduce the stressful consequences of both the diagnosis and the medical treatments of breast cancer. However, different methods (e.g., group or individual therapy) and focus (e.g., improving personal skills or increasing emotional well-being) do not help to identify which type of psychological therapy can be more effective in improving quality of life in patients with breast cancer. This study was aimed to systematically review and compare, by means of a meta-analysis, the efficacy of cognitive behavioural, supportive-expressive or psycho-educational treatments in women with breast cancer, focusing on anxiety, depression, mood and quality of life as outcomes. The PRISMA statement was adopted. MEDLINE, PsycINFO, PUBMED and PsycArticles databases were used, and reference lists were examined for additional publications. In the selection of the articles were included studies considering women between 18 and 65 years who were diagnosed with breast cancer at any stage and under any treatment, and who underwent psychological group interventions. At the end of the systematic review, 45 studies met all inclusion criteria and were analysed in the meta-analysis. The overall effect size was medium, especially considering cognitive behavioural therapy and psycho-educational treatments. However, the studies are characterised by high methodological heterogeneity. Despite some limitations, this review and meta-analysis partially confirm the efficiency of cognitive-behavioural and psycho-educational therapies in the improvement of well-being in women with breast cancer.