A case-control study was conducted to assess the levels of α-tocopherol, retinol, and β-carotene in different tissues and the genetic expression of inflammatory mediators in women with breast cancer. The study included 51 women divided into two groups: case (n = 25) and benign breast disease (n = 26). We evaluated the dietary intake of α-tocopherol, retinol, and β-carotene and measured plasma and tissue concentrations of these compounds and the inflammatory mediators IL-8, IL-10, and IFNγ. The benign breast disease group showed greater ingestion of α-tocopherol (P = 0.04) and β-carotene (P = 0.011). The concentration of tissue α-tocopherol was reduced in the case group (P = 0.005). The expression of IL-10, IL-8, and IFNγ increased by 231.0, 49.1, and 57.5%, respectively in the case group. The results show that antioxidant nutrients possibly exert biological effects in preventing breast cancer and the immune response is activated in the course of the disease, given the increased expression of proinflammatory and anti-inflammatory compounds with the aid of food.