The chemokine CXCL9 (C-X-C motif chemokine ligand 9) has been reported to be required for antitumour immune responses following immune checkpoint blockade. In this study, we sought to investigate the potential value of CXCL9 according to immune responses in patients with breast cancer (BC). A variety of open-source databases and online tools were used to explore the expression features and prognostic significance of CXCL9 in BC and its correlation with immune-related biomarkers followed by subsequent verification with immunohistochemistry experiments. The CXCL9 mRNA level was found to be significantly higher in BC than in normal tissue and was associated with better survival outcomes in patients with ER-negative tumours. Moreover, CXCL9 is significantly correlated with immune cell infiltration and immune-related biomarkers, including CTLA4, GZMB, LAG3, PDCD1 and HAVCR2. Finally, we performed immunohistochemistry with breast cancer tissue samples and observed that CXCL9 is highly expressed in the ER-negative subgroup and positively correlated with the immune-related factors LAG3, PD1, PDL1 and CTLA4 to varying degrees. These findings suggest that CXCL9 is an underlying biomarker for predicting the status of immune infiltration in ER-negative breast cancer.