Heterogeneity of triple-negative breast cancer is well known at clinical, histopathological, and molecular levels. Genomic instability and greater mutation rates, which may result in the creation of neoantigens and enhanced immunogenicity, are additional characteristics of this breast cancer type. Clinical outcome is poor due to early age of onset, high metastatic potential, and increased likelihood of distant recurrence. Consequently, efforts to elucidate molecular mechanisms of breast cancer development, progression, and metastatic spread have been initiated to improve treatment options and improve outcomes for these patients. The extremely complex and heterogeneous tumor immune microenvironment is made up of several cell types and commonly possesses disorganized gene expression. Altered signaling pathways are mainly associated with mutated genes including p53, PIK3CA, and MAPK, and which are positively correlated with genes regulating immune response. Of note, particular immunity-associated genes could be used in prognostic indexes to assess the most effective management. Recent findings highlight the fact that long non-coding RNAs also play an important role in shaping tumor microenvironment formation, and can mediate tumor immune evasion. Identification of molecular signatures, through the use of multi-omics approaches, and effector pathways that drive early stages of the carcinogenic process are important steps in developing new strategies for targeted cancer treatment and prevention. Advances in immunotherapy by remodeling the host immune system to eradicate tumor cells have great promise to lead to novel therapeutic strategies. Current research is focused on combining immune checkpoint inhibition with chemotherapy, PARP inhibitors, cancer vaccines, or natural killer cell therapy. Targeted therapies may improve therapeutic response, eliminate therapeutic resistance, and improve overall patient survival. In the future, these evolving advancements should be implemented for personalized medicine and state-of-art management of cancer patients.