Supervised exercise dietary programs are recommended to relieve cancer-related fatigue and weight increase induced by adjuvant treatment of early breast cancer (EBC). As this recommendation lacks a high level of evidence, we designed a multicenter randomized trial to evaluate the impact of an Adapted Physical Activity Diet (APAD) education program on fatigue. We randomized 360 women with EBC who were receiving adjuvant chemotherapy and radiotherapy to APAD or usual care at eight French cancer institutions. Data were collected at baseline, end of chemotherapy, end of radiotherapy, and 6 months post-treatment. The primary endpoint was the general cancer-related fatigue score using the MFI-20 questionnaire. Fatigue correlated with the level of precariousness, but we found no significant difference between the two groups in terms of general fatigue (p = 0.274). The APAD arm has a smaller proportion of patients with confirmed depression at the end of follow-up (p = 0.052). A transient modification in physical activity levels and dietary intake was reported in the experimental arm. However, a mixed hospital- and home-based APAD education program is not enough to improve fatigue caused by adjuvant treatment of EBC. Cancer care centers should consider integrating more proactive diet–exercise supportive care in this population, focusing on precarious patients.