The immune system could mediate the antitumor activity of several anticancer treatments. Several chemotherapy compounds, including anthracyclines and oxaliplatin, induce immunogenic cell death that in turn activates antitumor immune response. Trastuzumab induces antibody-dependant cell-mediated cytotoxicity. On the basis of this background, immune markers have recently been the focus of intense translational research to predict and monitor the efficacy of treatments. Gene expression arrays and immunohistochemistry have assessed immune activation and infiltration by macrophages, natural killer, and T and B lymphocytes. Using these approaches, several retrospective analyses of large trials have shown that activation of immune pathway may predict treatment efficacy and outcome in patients with breast cancers. As examples, intratumoral infiltration by lymphocytes and interferon-response in primary tumor predicted the efficacy of neoadjuvant chemotherapy. Intratumoral infiltration by lymphocytes was associated with good prognosis in patients with triple-negative breast cancer treated with adjuvant chemotherapy. More recently, it has been suggested that lymphocyte infiltration could also predict efficacy of trastuzumab. Finally, small retrospective studies have suggested that postchemotherapy lymphocyte infiltrates could be associated with better outcome in patients who did not reach pathologic complete response. This body of evidence suggests that assessing immune infiltration and activation could be useful in the future to stratify breast cancer patients. In addition, they provide evidence for the development of immunotherapies in breast cancer patients.