Correlations between development of hand-foot syndrome (HFS) and efficacy in patients receiving capecitabine (CAP)-containing therapy are reported in the literature. We explored the relationship between HFS and efficacy in patients receiving CAP plus bevacizumab (BEV) in the TURANDOT randomised phase III trial. Patients with HER2-negative locally recurrent/metastatic breast cancer (LR/mBC) who had received no prior chemotherapy for LR/mBC were randomised to BEV plus paclitaxel or BEV-CAP until disease progression or unacceptable toxicity. This analysis included patients randomised to BEV-CAP who received ⩾1 CAP dose. Potential associations between HFS and both overall survival (OS; primary end point) and progression-free survival (PFS; secondary end point) were explored using Cox proportional hazards analyses with HFS as a time-dependent covariate (to avoid overestimating the effect of HFS on efficacy). Landmark analyses were also performed. Among 277 patients treated with BEV-CAP, 154 (56%) developed HFS. In multivariate analyses, risk of progression or death was reduced by 44% after the occurrence of HFS; risk of death was reduced by 56%. The magnitude of effect on OS increased with increasing HFS grade. In patients developing HFS within the first 3 months, median PFS from the 3-month landmark was 10.0 months vs 6.2 months in patients without HFS. Two-year OS rates were 63% and 44%, respectively. This exploratory analysis indicates that HFS occurrence is a strong predictor of prolonged PFS and OS in patients receiving BEV-CAP for LR/mBC. Early appearance of HFS may help motivate patients to continue therapy.