Mild cold stress induced by housing mice with a 4T1 triple-negative breast cancer (TNBC) cell implantation model at 22 °C increases tumor growth rate with a pro-tumorigenic immune microenvironment (lower CD8 +T cells, higher myeloid-derived suppressor cells (MDSCs) and regulatory T-cells (Tregs)). Since cold stress also activates thermogenesis, we hypothesized that enhanced thermogenesis is associated with more aggressive cancer biology and unfavorable tumor microenvironment (TME) in TNBC patients. A total of 6479 breast cancer patients from METABRIC, TCGA, GSE96058, GSE20194, and GSE25066 cohorts were analyzed using Kyoto Encyclopedia of Genes and Genomes (KEGG) thermogenesis score. High-thermogenesis TNBC was associated with a trend towards worse survival and with angiogenesis, adipogenesis, and fatty acid metabolism pathways. On the other hand, low-thermogenesis TNBC enriched most of the hallmark cell-proliferation-related gene sets (i.e., mitotic spindle, E2F targets, G2M checkpoint, MYC targets), as well as immune-related gene sets (i.e., IFN-α and IFN-γ response). Favorable cytotoxic T-cell-attracting chemokines CCL5, CXCL9, CXCL10, and CXCL11 were lower; while the MDSC- and Treg-attracting chemokine CXCL12 was higher. There were higher M2 but lower M1 macrophages and Tregs. In conclusion, high-thermogenesis TNBC is associated with pro-tumor immune microenvironment and may serve as biomarker for testing strategies to overcome this immunosuppression.