The purpose of this study was to, on an exploratory basis, investigate the role of health-related quality of life (HRQoL) at randomization as an independent prognostic factor for response to treatment, progression-free survival (PFS), and survival. In the TEX trial, 287 patients with locally advanced or distant metastatic breast cancer were randomized to either epirubicin and paclitaxel (ET) or epirubicin, paclitaxel, and capecitabine (TEX). Treatment was repeated every 3 weeks. The EORTC QLQ-C30 questionnaire was used to assess HRQoL before randomization. A total of 252 (88%) patients completed EORTC QLQ-C30 before randomization. Clinical conditions included in the multivariate model were age, number of metastases, ECOG performance status, time between diagnosis and randomization, and treatment arm. Univariate analysis revealed an association between prolonged survival and the HRQoL variables global health, physical functioning, role functioning, fatigue, and pain (P < 0.01). After controlling for clinical conditions, only fatigue remained statistically significant. No statistically significant relationships were found between HRQoL and PFS. In the analysis of the association between HRQoL and response to treatment, role functioning, social functioning, fatigue, nausea/vomiting, and appetite loss remained statistically significant. HRQoL variables could act as important predictors of response to treatment, progression-free survival, and overall survival in women with metastatic breast cancer.