Automatic lesion segmentation in mammography images assists in the diagnosis of breast cancer, which is the most common type of cancer especially among women. The robust segmentation of mammography images has been considered a backbreaking task due to: i) the low contrast of the lesion boundaries; ii) the extremely variable lesions' sizes and shapes; and iii) some extremely small lesions on the mammogram image. To overcome these drawbacks, Deep Learning methods have been implemented and have shown impressive results when applied to medical image segmentation. This work presents a benchmark for breast lesion segmentation in mammography images, where six state-of-the-art methods were evaluated on 1692 mammograms from a public dataset (CBIS-DDSM), and compared considering the following six metrics: i) Dice coefficient; ii) Jaccard index; iii) accuracy; iv) recall; v) specificity; and vi) precision. The base U-Net, UNETR, DynUNet, SegResNetVAE, RF-Net, MDA-Net architectures were trained with a combination of the cross-entropy and Dice loss functions. Although the networks presented Dice scores superior to 86%, two of them managed to distinguish themselves. In general, the results demonstrate the efficiency of the MDA-Net and DynUnet with Dice scores of 90.25% and 89.67%, and accuracy of 93.48% and 93.03%, respectively. Clinical Relevance--- The presented comparative study allowed to identify the current performance of deep learning strategies on the segmentation of breast lesions.