(1) Background: Current scientific evidence suggests that most cancers, including breast cancer, can be treated during pregnancy without compromising maternal and fetal outcomes. This, however, raises questions regarding the ethical implications of clinical care. (2) Methods: Using a systematic literature search, 32 clinical practice guidelines for cancer treatment during pregnancy published between 2002 and 2021 were selected for analysis and 25 of them mentioned or made references to medical ethics when offering clinical management guidance for clinicians. (3) Results: Four bioethical themes were identified: respect for patient’s autonomy, balanced approach to maternal and fetal beneficence, protection of the vulnerable and justice in resource allocation. Most guidelines recommended informing the pregnant patient about available evidence-based treatment options, offering counselling and support in the process of decision making. The relational aspect of a pregnant patient’s autonomy was also recognized and endorsed in a significant number of available guidelines. (4) Conclusions: Recognition and support of a patient’s autonomy and its relational aspects should remain an integral part of future clinical practice guidelines. Nevertheless, a more structured approach is needed when addressing existing and potential ethical issues in clinical practice guidelines for cancer treatment during pregnancy.