Breast cancer is a very heterogeneous disease, both at a molecular and a histological level. Five intrinsic subtypes were initially identified—Luminal-A, Luminal-B, HER2+, Triple negative/basal like (TNBC) and normal like—subsequently expanded to seven (Basal-like-1 and 2, mesenchymal, mesenchymal stem-like, luminal androgen receptor, immuno-modulatory and unstable). Although genetic and epigenetic changes are key pathogenic events, the immune system plays a substantial role in promoting progression and metastasis. This review will discuss the extent to which immune cells can be detected within the tumor microenvironment, as well as their prognostic role and relationship with the microbiome, with an emphasis on TNBC.