Recent evidence highlights that physical activity (PA) is associated with decreased recurrence risk, improved survival and quality of life for breast cancer (BC) patients. Our study aimed to explore patterns of increased/decreased PA, and sedentary behaviors among BC women of the DianaWeb cohort during the first wave of COVID-19 pandemic, and examined the association with residential locations, work changes, different modality used to increase PA, and quality of life. The study analyzed the questionnaires completed by the 781 BC women (age 54.68 ± 8.75 years on both December 2019 and June 2020. Results showed a decrease of 22%, 57%, and 26% for walking activity, vigorous activity, and total PA, respectively. Sitting/lying time increased up to 54.2% of the subjects recruited. High quality of life was associated with lower odds of being sedentary (p = 0.003). Our findings suggest that innovative health management fostering compliance with current guidelines for PA and active behavior should be implemented, especially in unpredictable emergency conditions.