Purpose Mild-to-moderate bone pain is a commonly reported adverse event (AE) associated with pegfilgrastim. We evaluated the effect of prophylactic naproxen or loratadine vs no prophylactic treatment on pegfilgrastim-associated bone pain. Methods In this open-label study (NCT01712009), women ≥ 18 years of age with newly diagnosed stage I–III breast cancer and an ECOG performance status ≤ 2 who were planning ≥ 4 cycles of adjuvant or neoadjuvant chemotherapy with pegfilgrastim support starting in cycle 1 were randomized 1:1:1 to receive naproxen, loratadine, or no treatment to prevent pegfilgrastim-associated bone pain. The primary endpoint was all-grade bone pain in cycle 1 from AE reporting. Secondary endpoints included bone pain in cycles 2–4 and across all cycles from AE reporting and patient-reported bone pain by cycle and across all cycles. Results Six hundred patients were enrolled. Most patients (83.0%) were white, and mean (SD) age was 54.2 (11.1) years. The percentage of patients with all-grade bone pain in cycle 1 from AE reporting in the naproxen, loratadine, and no prophylaxis groups was 40.3, 42.5, and 46.6%, respectively; differences between the treatment groups were not statistically significant. Maximum, mean, and area under the curve for patient-reported bone pain were consistently lower in the naproxen and loratadine groups than in the no prophylaxis group; some of these differences were significant. Loratadine was associated with fewer treatment-related AEs and discontinuations than naproxen. Conclusions Given its tolerability, its ease of administration, and its potential benefit, treatment with loratadine should be considered to help prevent bone pain in patients receiving chemotherapy and pegfilgrastim. Clinical trial registration ClinicalTrials.gov ; NCT01712009