Breast cancer, the most frequent female malignancy, is often curable when detected at an early stage. The treatment of metastatic breast cancer is more challenging and may be unresponsive to conventional therapy. Immunotherapy is crucial for treating metastatic breast cancer, but its resistance is a major limitation. The tumor microenvironment (TME) is vital in modulating the immunotherapy response. Various tumor microenvironmental components, such as cancer-associated fibroblasts (CAFs), tumor-associated macrophages (TAMs), and myeloid-derived suppressor cells (MDSCs), are involved in TME modulation to cause immunotherapy resistance. This review highlights the role of stromal cells in modulating the breast tumor microenvironment, including the involvement of CAF-TAM interaction, alteration of tumor metabolism leading to immunotherapy failure, and other latest strategies, including high throughput genomic screening, single-cell and spatial omics techniques for identifying tumor immune genes regulating immunotherapy response. This review emphasizes the therapeutic approach to overcome breast cancer immune resistance through CAF reprogramming, modulation of TAM polarization, tumor metabolism, and genomic alterations.