Background Breast cancer is a common malignancy with the highest mortality rate among women worldwide. The Forkhead Box (FOX) transcription factor family is an evolutionarily conserved superfamily that regulates cell growth, differentiation, and tissue development. Increasing evidence suggests that FOX transcription factors play an important role in the occurrence and development of breast cancer. However, little is known about the relationship between the expression, prognostic value, function and immune infiltration of FOX transcription factors in tumor microenvironment.Methods In this research, we studied the expression, prognostic value, gene alteration, functional enrichment and immune cell infiltration of FOX factor in breast cancer patients by using the Gene Expression Profiling Interactive Analysis (GEPIA), Kaplan-Meier plotter, cBioPortal, String, GeneMANIA, DAVID, TIMER, Cytoscape(version3.9.1)and R software (version 3.6.3).Results The expression levels of FOXA1 and FOXM1 were significantly higher in breast cancer tissues than in normal tissues, while the expression levels of FOXC2 and FOXO3 were lower in breast cancer tissues than in normal tissues. The high expression of mRNA in FOXA1, FOXM1 and FOXP1 groups was related to tumor stage. Survival analysis results showed that increased FOXP1 mRNA levels were significantly associated with overall survival (OS), recurrence-free survival (RFS) and distant metastasis-free survival (DMFS) in all breast cancer patients (p < 0.05). Patients with the FOXA1 high-expression group had better RFS and DMFS than the low-expression group (p < 0.05), while patients with FOXM1 high-expression group had worse RFS, OS and DMFS than the low-expression group (p < 0.05). FOXP1, FOXA1 and FOXM1 can be used as potential biomarkers to predict the prognosis of breast cancer patients. Functional enrichment indicated that FOX was mainly involved in cell division, cell senescence, cell cycle and prolactin signaling pathway. In addition, FOX mRNA expression was strongly associated with the infiltration of multiple immune cells, including six types of B cells, CD4 + T cells, CD8 + T cells, macrophages, neutrophils, and dendritic cells in breast cancer.Conclusion These findings may provide novel insights into the screening of prognostic biomarkers of the FOX family in breast cancer, and lays a foundation for further research on the immune infiltration of the FOX transcription factor family members in tumors.