We investigated whether we could identify a panel of miRNAs associated with response to treatment in tumor tissues of patients with Hormone Receptor-positive/HER2-negative metastatic breast cancer treated with endocrine therapy (ET) and the CDK4/6 inhibitor (CDK4/6i)i palbociclib. In total, 52 patients were evaluated, with 41 receiving treatment as the first line. The overall median PFS was 20.8 months (range 2.5–66.6). In total, 23% of patients experienced early progression (<6 months). Seven miRNAs (miR-378e, miR-1233, miR-99b-5p, miR-1260b, miR-448, -miR-1252-5p, miR-324-3p, miR-1233-3p) showed a statistically significant negative association with PFS. When we considered PFS < 6 months, miR-378e, miR-99b-5p, miR-877-5p, miR-1297, miR-455-5p, and miR-4536-5p were statistically associated with a poor outcome. In the multivariate analysis, the first three miRNAs confirmed a significant and independent impact on PFS. The literature data and bioinformatic tools provide an underlying molecular rationale for most of these miRNAs, mainly involving the PI3K/AKT/mTOR pathway and cell-cycle machinery as cyclin D1, CDKN1B, and protein p27Kip1 and autophagy. Our findings propose a novel panel of miRNAs associated with a higher likelihood of early progression in patients treated with ET and Palbociclib and may contribute to shed some light on the mechanisms of de novo resistance to CDK4/6i, but this should be considered exploratory and evaluated in larger cohorts.