The aim of this study was to evaluate the variation of radiomics features, defined as “delta radiomics”, in patients undergoing neoadjuvant radiochemotherapy (RCT) for rectal cancer treated with hybrid magnetic resonance (MR)-guided radiotherapy (MRgRT). The delta radiomics features were then correlated with clinical complete response (cCR) outcome, to investigate their predictive power. A total of 16 patients were enrolled, and 5 patients (31%) showed cCR at restaging examinations. T2*/T1 MR images acquired with a hybrid 0.35 T MRgRT unit were considered for this analysis. An imaging acquisition protocol of 6 MR scans per patient was performed: the first MR was acquired at first simulation (t0) and the remaining ones at fractions 5, 10, 15, 20 and 25. Radiomics features were extracted from the gross tumour volume (GTV), and each feature was correlated with the corresponding delivered dose. The variations of each feature during treatment were quantified, and the ratio between the values calculated at different dose levels and the one extracted at t0 was calculated too. The Wilcoxon–Mann–Whitney test was performed to identify the features whose variation can be predictive of cCR, assessed with a MR acquired 6 weeks after RCT and digital examination. The most predictive feature ratios in cCR prediction were the L_least and glnu ones, calculated at the second week of treatment (22 Gy) with a p value = 0.001. Delta radiomics approach showed promising results and the quantitative analysis of images throughout MRgRT treatment can successfully predict cCR offering an innovative personalized medicine approach to rectal cancer treatment.