Background: Breast cancer (BC) is the most common and deadliest malignancy among women. High mammographic breast density (MBD) is an established modifiable risk marker for BC, and it is of interest, for prevention purposes, to consider lifestyle factors that may modulate both MBD and BC risk. Here, we conducted a systematic review of the most up-to-date evidence on the association between diet as a whole and MBD. Methods: We considered as eligible for inclusion in our review (PROSPERO registration code CRD42022335289) the studies published until 31 December 2021, that reported on the association between a priori or a posteriori dietary patterns (in observational studies) or dietary interventions (in randomized controlled trials) and MBD. Results: In total, twelve studies were included. MBD tended to be inversely associated with adherence to dietary patterns characterized by high consumption of plant-based foods and low in meat, animal fats, and alcohol, defined both a priori (e.g., Mediterranean diet and WCRF/AICR guidelines) or a posteriori (e.g., “fruit-vegetable-cereal” and “salad-sauce-pasta/grains” patterns). Findings from intervention studies were in fair agreement with those from observational studies. Conclusions: While further studies are needed, we found suggestive evidence that the adoption of a healthy diet is associated with lower MBD.