Background/Objectives: Resection is the treatment goal in unresectable liver-limited metastatic colorectal cancer (mCRC). Anti-VEGF and anti-EGFR antibodies are effective in RAS wild-type mCRC, but the better option for conversion is unclear. We compared their efficacy and tolerability as first-line treatment. Methods: In this prospective, single-centre cohort study, patients with RAS-wild-type mCRC and unresectable liver metastases received cetuximab or panitumumab (anti-EGFR) or bevacizumab (anti-VEGF) with FOLFOX or FOLFIRI. We compared the overall response rate (ORR), depth of response (DoR), resection rate (RR), progression-free survival (PFS), overall survival (OS) and toxicity, using Cox regression adjusted for baseline covariates. Results: Of 101 patients, 51 received anti-EGFR therapy and 50 bevacizumab. Anti-EGFR therapy achieved a higher ORR (70.6% vs. 50.0%; p = 0.034), deeper response (47.2% vs. 33.7%; p = 0.004) and higher RR (66.7% vs. 46.0%; p = 0.036). The median PFS was longer (12.1 vs. 8.5 months; adjusted HR 0.48, 95% CI 0.29–0.78; p = 0.003), whereas the median OS did not differ significantly (30.4 vs. 25.5 months; p = 0.382). Grade 3/4 toxicity was similar (35.3% vs. 22.0%; p = 0.187). Conclusions: Anti-EGFR therapy was associated with higher response and resection rates and longer PFS and may be considered when conversion is the aim; these single-centre, non-randomised findings require confirmation in randomised studies.