Background/Objectives: Hepatitis E virus (HEV) is one of the leading causes of acute hepatitis, with immunosuppressed individuals, such as oncology patients, being particularly vulnerable to chronic infections that may progress to liver disease or fatal outcomes. Assay variability complicates HEV prevalence assessment in at-risk groups. This study aimed to compare the reliability and concordance of three HEV antibody assays—Wantai, Euroimmun, and Elecsys^®—in immunosuppressed oncology patients. Methods: In this prospective pilot study, serum samples were obtained from oncology patients between September 2020 and October 2021. Samples were collected both at baseline (treatment-naive) and during ongoing treatment. A healthy control group was retrospectively included for comparative analysis. Anti-HEV IgM and IgG antibodies were tested in all samples using enzyme-linked immunosorbent assays (Wantai, Euroimmun) and an electrochemiluminescence immunoassay (Elecsys^®). Demographic and clinical data, along with information on HEV risk factors, were extracted from medical records and patient questionnaires. Results: HEV IgM prevalence ranged from 0% (Wantai) to 6% (Elecsys^®), while IgG prevalence was 12% (Euroimmun), 38% (Wantai), and 53% (Elecsys^®). Concordance was poor, with Cohen’s Kappa values indicating slight to moderate agreement (κ = 0.000–0.553). Patients with hematological malignancies exhibited the highest IgG seroprevalence. Risk factor analysis revealed the highest association between HEV exposure and the consumption of undercooked pork or crop-based agriculture. Conclusions: Significant variability among HEV serological assays highlights the challenges of reliable HEV diagnostics in immunosuppressed oncology patients. Assay selection and improved testing strategies are critical for this high-risk group.