Triple negative breast cancer (TNBC) portraying deficient expression of estrogen receptor (ER), progesterone receptor (PR) and Human epidermal growth factor receptor 2 (HER2) is known to be the most aggressive subtype associated with poor prognosis and interventional strategies limited to chemotherapy and breast conserving surgery. Some TNBC incidences have also been reported with positive circ-HER2 expression thus rendering circ-HER2 a potential immunotherapy target to direct drug development. Resistance and recurrence reported with traditional approaches has led us towards the application of immunotherapeutic interventions owing to their anti-tumor efficacy. This review provides an elaborative insight on potential molecular biomarkers to be targeted by immunotherapy. Additionally, clinical trials proposing the application of immunotherapy in neoadjuvant, adjuvant and metastatic TNBC setting have also been included. The gathered evidence indicates a positive application of immunotherapy in TNBC with therapeutic limitation available only owing to the possibility of adverse events which can be dealt considering risk-to-benefit ratio. Furthermore, potential targets to aim for therapeutic vaccines along with evidence from clinical trials have also been mentioned.