Breast cancer appears as the major cause of cancer‐related deaths in women, with more than 2 260 000 cases reported worldwide in 2020, resulting in 684 996 deaths. Triple‐negative breast cancer (TNBC), characterized by the absence of estrogen, progesterone, and human epidermal growth factor type 2 receptors, represents ≈20% of all breast cancers. TNBC has a highly aggressive clinical course and is more prevalent in younger women. The standard therapy for advanced TNBC is chemotherapy, but responses are often short‐lived, with high rate of relapse. The lack of therapeutic targets and the limited therapeutic options confer to individuals suffering from TNBC the poorest prognosis among breast cancer patients, remaining a major clinical challenge. In recent years, advances in cancer nanomedicine provided innovative therapeutic options, as nanoformulations play an important role in overcoming the shortcomings left by conventional therapies: payload degradation and its low solubility, stability, and circulating half‐life, and difficulties regarding biodistribution due to physiological and biological barriers. In this integrative review, the recent advances in the nanomedicine field for TNBC treatment, including the novel nanoparticle‐, exosome‐, and hybrid‐based therapeutic formulations are summarized and their drawbacks and challenges are discussed for future clinical applications.