Purpose: Triple-negative breast cancer (TNBC) is a biologically and clinically heterogeneous disease, associated with poorer outcomes when compared with other subtypes of breast cancer. Neoadjuvant chemotherapy (NAC) is often given before surgery, and achieving a pathological complete response (pCR) has been associated with patient outcomes. There is thus strong clinical interest in the ability to accurately predict pCR status using baseline data. Materials and Methods: A cohort of 57 TNBC patients who underwent FDG-PET/CT before NAC was analyzed to develop a machine learning (ML) algorithm predictive of pCR. A total of 241 predictors were collected for each patient: 11 clinical features, 11 histopathological features, 13 genomic features, and 206 PET features, including 195 radiomic features. The optimization criterion was the area under the ROC curve (AUC). Event-free survival (EFS) was estimated using the Kaplan–Meier method. Results: The best ML algorithm reached an AUC of 0.82. The features with the highest weight in the algorithm were a mix of PET (including radiomics), histopathological, genomic, and clinical features, highlighting the importance of truly multimodal analysis. Patients with predicted pCR tended to have a longer EFS than patients with predicted non-pCR, even though this difference was not significant, probably due to the small sample size and few events observed (p = 0.09). Conclusions: This study suggests that ML applied to baseline multimodal data can help predict pCR status after NAC for TNBC patients and may identify correlations with long-term outcomes. Patients predicted as non-pCR may benefit from concomitant treatment with immunotherapy or dose intensification.