The current study aimed to examine the fear of cancer recurrence (FCR) trajectory and protective predictors in women coping with breast cancer (BC). The study’s model investigated whether a higher coping self-efficacy and positive cognitive–emotion regulation at the time of the BC diagnosis would lead to reduced levels of FCR at six months and in later stages (12 and 18 months) post-diagnosis. The sample included 494 women with stages I to III BC from Finland, Italy, Portugal, and Israel. They completed self-report questionnaires, including the Fear of Cancer Recurrence Inventory (FCRI-SF), the Cancer Behavior Inventory-Brief Version (CBI-B), the Cognitive–Emotion Regulation Questionnaire (CERQ short), and medical–social–demographic data. Findings revealed that a higher coping self-efficacy at diagnosis predicted lower FCR levels after six months but did not impact the FCR trajectory over time. Surprisingly, positive cognitive–emotion regulation did not predict FCR levels or changes over 18 months. FCR levels remained stable from six to 18 months post-diagnosis. This study emphasizes the importance of developing specific cancer coping skills, such as coping self-efficacy. Enhancing coping self-efficacy in the first six months after BC diagnosis may lead to lower FCR levels later, as FCR tends to persist in the following year.