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Simple Summary: Breast cancer is recognized as the most common cancer within the female population. In this context, cholesterol is recognized as a vital component for the proliferation and survival of cancer cells. These cells primarily acquire cholesterol through the receptor-mediated uptake from external sources, including low-density lipoprotein (LDL), utilizing the endocytosis pathway. Thus, this observational study aimed to test the effectiveness of proprotein convertase subtilisin/kexin type 9 (PCSK9), one of the key regulators of cholesterol levels, as a prognostic biomarker in cancer onset. Although PCSK9 correlated with lipid parameters (e.g., cholesterol, LDL) and with 17 β-estradiol, our results do not portend PCSK9 is a prognostic biomarker, at least, in the context of breast neoplastic events. Background and aim: The involvement of cholesterol in cancer development remains a topic of debate, and its association with breast cancer has yet to be consistently demonstrated. Considering that circulating cholesterol levels depend on several concomitant processes, we tested the liability of plasma levels of proprotein convertase subtilisin/kexin type 9 (PCSK9), one of the key regulators of cholesterol levels, as a prognostic biomarker in the context of breast neoplastic events. Methods: Within a prospective randomized breast cancer prevention trial we measured baseline plasma levels of PCSK9. A total of 235 at-risk premenopausal women were randomized and followed up for 17 years. Participants enrolled in this placebo-controlled, phase II, double-blind trial were randomly assigned to receive either tamoxifen 5 mg/d or fenretinide 200 mg/d, both agents, or placebo for 2 years. The associations with breast cancer events were evaluated through competing risk and Cox regression survival models, adjusted for randomization strata (5-year Gail risk ≥ 1.3% vs. intraepithelial neoplasia or small invasive breast cancer of favorable prognosis), age, and treatment allocation. PCSK9 associations with biomarkers linked to breast cancer risk were assessed on blood samples collected at baseline. Results: The plasmatic PCSK9 median and interquartile range were 207 ng/mL and 170–252 ng/mL, respectively. Over a median follow-up period of 17 years and 89 breast neoplastic events, disease-free survival curves showed a hazard ratio of 1.002 (95% CI: 0.999–1.005, p = 0.22) for women with PCSK9 plasma levels ≥ 207 ng/mL compared to women with levels below 207 ng/mL. No differences between randomization strata were observed. We found a negative correlation between PCSK9 and estradiol (r = −0.305), maintained even after partial adjustment for BMI and age (r = −0.287). Cholesterol (r = 0.266), LDL-C (r = 0.207), non-HDL-C (r = 0.246), remnant cholesterol (r = 0.233), and triglycerides (r = 0.233) also correlated with PCSK9. Conclusions: In premenopausal women at risk of early-stage breast cancer, PCSK9 did not appear to have a role as a prognostic biomarker of breast neoplastic events. Larger studies are warranted investigating patients in different settings. [ABSTRACT FROM AUTHOR]