Immunotherapy now forms the standard of care for certain subtypes of breast cancer. In the current paradigm, immunotherapy combines with other existing and novel therapies to deliver better responses, a higher probability of cure and prolonged disease control. Devising the most effective combination therapies while minimising toxicity remains a difficult task. Although technologies to interrogate how the immune system interacts with breast cancer have reached unprecedented levels of precision and insight, we are still far from implementing sophisticated immune biomarker testing in the clinic. Looking forward, a better understanding of the role that the immune system plays in the early development of breast cancer may afford exciting opportunities for prevention.