Breast cancer is the most common malignancy among females in western countries, where women have an overall lifetime risk of >10% for developing invasive breast carcinomas. It is not a single disease but is composed of distinct subtypes associated with different clinical outcomes and is highly heterogeneous in both the molecular and clinical aspects. Although tumor initiation is largely driven by acquired genetic alterations, recent data suggest microenvironment-mediated immune evasion may play an important role in neoplastic progression. Beyond surgical resection, radiation, and chemotherapy, additional therapeutic options include hormonal deactivation, targeted-signaling pathway treatment, DNA repair inhibition, and aberrant epigenetic reversion. Yet, the fatality rate of metastatic breast cancer remains unacceptably high, largely due to treatment resistance and metastases to brain, lung, or bone marrow where tumor bed penetration of therapeutic agents is limited. Recent studies indicate the development of immune-oncological therapy could potentially eradicate this devastating malignancy. Evidence suggests tumors express immunogenic neoantigens but the immunity towards these antigens is frequently muted. Established tumors exhibit immunological tolerance. This tolerance reflects a process of immune suppression elicited by the tumor, and it represents a critical obstacle towards successful antitumor immunotherapy. In general, immune evasive mechanisms adapted by breast cancer encompasses down-regulation of antigen presentations or recognition, lack of immune effector cells, obstruction of anti-tumor immune cell maturation, accumulation of immunosuppressive cells, production of inhibitory cytokines, chemokines or ligands/receptors, and up-regulation of immune checkpoint modulators. Together with altered metabolism and hypoxic conditions, they constitute a permissive tumor microenvironment. This article intends to discern representative incidents and to provide potential innovative therapeutic regimens to reinstate tumoricidal immunity.