We used to LASSO-Cox method for determining prognostic factors of male breast cancer survival andshowed the superiority of this method compared to Cox proportional hazard model in low sample size setting. Inorder to identify and estimate exactly the relative hazard of the most important factors effective for the survivalduration of male breast cancer, the LASSO-Cox method has been used. Our data includes the information ofmale breast cancer patients in Fars province, south of Iran, from 1989 to 2008. Cox proportional hazard andLASSO-Cox models were fitted for 20 classified variables. To reduce the impact of missing data, the multipleimputation method was used 20 times through the Markov chain Mont Carlo method and the results werecombined with Rubin’s rules. In 50 patients, the age at diagnosis was 59.6 (SD=12.8) years with a minimum of34 and maximum of 84 years and the mean of survival time was 62 months. Three, 5 and 10 year survival were92%, 77% and 26%, respectively. Using the LASSO-Cox method led to eliminating 8 low effect variables andalso decreased the standard error by 2.5 to 7 times. The relative efficiency of LASSO-Cox method compared withthe Cox proportional hazard method was calculated as 22.39. The19 years follow of male breast cancer patientsshow that the age, having a history of alcohol use, nipple discharge, laterality, histological grade and duration ofsymptoms were the most important variables that have played an effective role in the patient’s survival. In suchsituations, estimating the coefficients by LASSO-Cox method will be more efficient than the Cox’s proportionalhazard method.