Breast cancer is the most frequent malignant neoplasia among women worldwide. In addition to genetic and endocrine factors, the environment, and specifically nutritional factors, plays a key role in its aetiology. Epidemiological and in particular experimental studies have shown the link between dietary fat and breast cancer. Abundant data have attributed a potentially chemopreventive effect for extra-virgin olive oil (EVOO), the main source of fat in the Mediterranean diet, which is associated with low incidence and mortality rates from chronic diseases such as breast cancer. We have demonstrated the differential modulatory effect of dietary lipids on mammary carcinogenesis, mainly in studies developed in an experimental model. Thus, diets high in n-6 polyunsaturated fatty acids (PUFA) have a clear stimulating influence, whereas EVOO diets mainly have a negative modulatory effect on breast cancer development. The specific mechanisms involved are not fully understood, but nowadays, it is widely accepted that they are numerous and complex. Our group has contributed to improving the knowledge of these mechanisms by demonstrating the influence of dietary lipids on the structure and function of cell membranes, the modulation of cell-signalling transduction pathways, the regulation of gene expression and growth and sexual maturity.