Measuring blood pressure (BP) via a pneumatic cuff placed around the arm has long been the standard method. However, in clinical situations where BP monitoring at the arm is difficult, the ankle is frequently used instead. We compared continuous non-invasive blood pressure (CNBP) measurements obtained at the finger, ankle BP and arm BP in patients undergoing breast cancer surgery. Arm BP, ankle BP (both obtained with a conventional pneumatic cuff) and CNBP measurements were obtained every 2.5 min during surgery. Correlation and Bland–Altman analyses were performed and differences among measurements were analyzed using a linear mixed model. A total of 245 sets of BP measurements were obtained from 10 patients. All systolic blood pressure (SBP), diastolic blood pressure (DBP) and mean blood pressure (MBP) measurements of ankle BP and CNBP were positively correlated with the arm BP measurements (Spearman rho 0.688–0.836, p < 0.001 for each correlation). The difference between CNBP and arm SBP was significantly smaller (least squares mean (95% confidence interval): −6.03 (−11.40, −0.67)) compared to that between ankle and arm SBP (least squares mean (95% CI): −15.32 (−20.69, −9.96), p = 0.019). However, this significant difference was not observed in DBP and MBP (−1.23 vs. 1.75, p = 0.190 and −3.85 vs. −2.63, p = 0.604, respectively). Ankle SBP measurements showed larger differences from arm SBP measurements than did CNBP SBP measurements in patients undergoing breast cancer surgery. CNBP could serve as a useful alternative to ankle BP when standard arm BP measurements cannot be obtained.