Chronic inflammation and redox imbalance are strongly influenced by diet and nutritional status, and both are risk factors for tumor development. This prospective study aimed to explore the associations between inflammatory and antioxidant markers and nutritional status in women with breast cancer undergoing chemotherapy. The women were evaluated at three times: T0, after the infusion of the first cycle; T1, after infusion of the intermediate cycle; and T2, after the infusion of the last chemotherapy cycle. The consumption of antioxidant nutrients and the Total Dietary Antioxidant Capacity reduced between T0 and T2 and the Dietary Inflammatory Index scores increased throughout the chemotherapy. Blood samples taken at the end of the chemotherapy showed lower levels of glutathione reductase and reduced glutathione, with greater quantification of the transcripts for Interleukin-6 and Tumor Necrosis Factor α. It should be emphasized that the Total Dietary Antioxidant Capacity is lower and the Dietary Inflammatory Index is higher in the group of overweight patients at the end of the follow-up, besides showing lower levels of the redox status, especially the plasma levels of glutathione reductase (p = 0.039). In addition, trends towards higher transcriptional levels of cytokines in peripheral blood were observed more often in overweight women than in non-overweight women. In this study of 55 women with breast cancer, nine (16%) with metastases, diet became more pro-inflammatory with fewer antioxidants during the chemotherapy. Briefly, we have shown that chemotherapy is critical for high-risk overweight women due to their reduced intake of antioxidant nutrients, generating greater inflammatory and oxidative stress profiles, suggesting the adoption of healthier dietary practices by women with breast cancer throughout their chemotherapy.