By the end of 2020, there were more than 8 million women alive who had received a breast cancer diagnosis in the previous 5 years, making it the most prevalent neoplasia in the world. About 70% of breast-cancer cases present positivity for estrogen and/or progesterone receptors and a lack of HER-2 overexpression. Endocrine therapy has traditionally been the standard of care for ER-positive and HER-2-negative metastatic breast cancer. In the last 8 years, the advent of CDK4/6 inhibitors has shown that adding them to endocrine therapy doubles PFS. As a result, this combination has become the gold standard in this setting. Three CDK4/6 inhibitors have been approved by the EMA and the FDA: abemaciclib, palbociclib, and ribociclib. They all have the same indications, and it is at each physician’s discretion to choose one or the other. The aim of our study was to perform a comparative efficacy analysis of the three CDK4/6i using real-world data. We selected patients diagnosed with endocrine-receptor-positive and HER2-negative breast cancer who were treated with all three CDK4/6i as first-line therapy at a reference center. After 42 months of retrospective follow up, abemaciclib was associated with a significant benefit in terms of progression-free survival in endocrine-resistant patients and in the population without visceral involvement. In our real-world cohort, we found no other statistically significant differences among the three CDK4/6 inhibitors.