The breast cancer tumor microenvironment (TME) is dynamic, with various immune and non-immune cells interacting to regulate tumor progression and anti-tumor immunity. It is now evident that the cells within the TME significantly contribute to breast cancer progression and resistance to various conventional and newly developed anti-tumor therapies. Both immune and non-immune cells in the TME play critical roles in tumor onset, uncontrolled proliferation, metastasis, immune evasion, and resistance to anti-tumor therapies. Consequently, molecular and cellular components of breast TME have emerged as promising therapeutic targets for developing novel treatments. The breast TME primarily comprises cancer cells, stromal cells, vasculature, and infiltrating immune cells. Currently, numerous clinical trials targeting specific TME components of breast cancer are underway. However, the complexity of the TME and its impact on the evasion of anti-tumor immunity necessitate further research to develop novel and improved breast cancer therapies. The multifaceted nature of breast TME cells arises from their phenotypic and functional plasticity, which endows them with both pro and anti-tumor roles during tumor progression. In this review, we discuss current understanding and recent advances in the pro and anti-tumoral functions of TME cells and their implications for developing safe and effective therapies to control breast cancer progress.