Myeloid sarcoma is an extramedullary tumor that consists of myeloblasts or immature myeloid cells. The neoplasm can occur in any part of the body, including the bone, periosteum, lymph nodes, skin, and soft tissue and they may occur de novo or in association with acute myeloid leukemia, myeloproliferative neoplasms and myelodysplastic syndromes. Most cases display a myelomonocytic or pure monoblastic morphology. Tumors with megakaryoblastic differentiation are extremely uncommon and may occur in association with transformation of a myeloproliferative disorder. Myeloid sarcoma presenting as a breast mass is very rare and diagnostically challenging. We report a case of myeloid sarcoma with megakaryoblastic differentiation in the breast of a patient with history of essential thrombocythemia. The mass was composed of undifferentiated pleomorphic malignant cells in trabecular cords and nests with many scattered giant malignant cells and brisk abnormal mitoses. On immunohistochemistry, the neoplastic cells were positive for CD61, CD31, CD34, Factor VIII and CD43 which confirmed the diagnosis. To our knowledge, this is the first report of myeloid sarcoma with megakaryoblastic morphology occurring in the breast. Here we discuss the clinicopathologic features of this rare entity and the challenges involved in making this difficult diagnosis.