We investigated the data-driven relationship between immune cell composition in the tumor microenvironment (TME) and the ≥5-year survival rates of breast cancer patients using explainable artificial intelligence (XAI) models. We acquired TCGA breast invasive carcinoma data from the cbioPortal and retrieved immune cell composition estimates from bulk RNA sequencing data from TIMER2.0 based on EPIC, CIBERSORT, TIMER, and xCell computational methods. Novel insights derived from our XAI model showed that B cells, CD8+ T cells, M0 macrophages, and NK T cells are the most critical TME features for enhanced prognosis of breast cancer patients. Our XAI model also revealed the inflection points of these critical TME features, above or below which ≥5-year survival rates improve. Subsequently, we ascertained the conditional probabilities of ≥5-year survival under specific conditions inferred from the inflection points. In particular, the XAI models revealed that the B cell fraction (relative to all cells in a sample) exceeding 0.025, M0 macrophage fraction (relative to the total immune cell content) below 0.05, and NK T cell and CD8+ T cell fractions (based on cancer type-specific arbitrary units) above 0.075 and 0.25, respectively, in the TME could enhance the ≥5-year survival in breast cancer patients. The findings could lead to accurate clinical predictions and enhanced immunotherapies, and to the design of innovative strategies to reprogram the breast TME.