Objective To explore the relationship between the metastatic sites and prognosis in newly diagnosed stage Ⅳ breast cancer. Methods The data of newly diagnosed female patients with stage Ⅳ invasive breast cancer with complete follow-up data from SEER database from 2010 to 2015 were grouped according to different metastatic sites, and the differences of breast cancer-specific survival (BCSS) in different metastatic sites were analyzed by univariate and multivariate Cox. Kaplan-Meier method was used to draw the survival curve, and log-rank test was used to analyze the prognostic factors of BCSS in newly diagnosed stage ⅳ breast cancer. Results A total of 8 407 patients were included in the final analysis. Among them, 5 619 (66.84%) patients were confirmed with bone metastasis only, 1 483 (17.64%) patients with lung metastasis only, 1 096 (13.04%) patients with liver metastasis only, and 209 (2.49%) patients with brain metastasis only. The median follow-up time was 22 months, with 4 180 (49.72%) breast cancer-related deaths and a median BCSS of 39 months in those patients. The location of metastasis in newly diagnosed stage Ⅳ invasive breast cancer was significantly correlated with BCSS (χ2=151.07, P<0.001). Multivariate Cox model analysis showed that the BCSS was worse in patients with liver metastasis [HR=1.34, 95%CI (1.21, 1.49), P<0.001], lung metastasis [HR=1.09, 95%CI (1.04, 1.14), P<0.001] and brain metastases [HR=1.28, 95%CI (1.20, 1.36), P<0.001] than in patients with bone metastases. Further subgroup analysis showed that the BCSS of breast cancer patients with different molecular subtypes and different metastatic sites were also significantly different (P<0.05). Patients with brain and liver metastases in the HR+/HER2– subtype had worse BCSS than those with bone metastases (P<0.001). Patients with brain metastases in the HR+/HER2+ subtype had worse BCSS than those with bone metastases (P=0.001). In HR–/HER2+ subtype, the BCSS of patients with liver metastasis, lung metastasis and brain metastasis were worse than that of patients with bone metastasis (P<0.05). In HR–/HER2– subtype, the BCSS of patients with brain metastasis and liver metastasis were worse than that of patients with bone metastasis (P<0.05) . Conclusion The prognosis of newly diagnosed stage ⅳ breast cancer patients with different metastatic sites is different, and the prognosis of different molecular subtypes and different metastatic sites is also different.