Claudins (CLDN) are structural components of tight junctions that function in paracellular transport and maintain the epithelial barrier function. Altered expression and distribution of members of the claudin family have been implicated in several cancers including breast cancer (BC). We performed a comprehensive analysis of the expression and prognostic value of claudins in BC using various online databases. Compared with normal tissues, CLDN3, 4, 6, 7, 9, and 14 were upregulated in BC tissues, whereas CLDN2, 5, 8, 10, 11, 15, 19, and 20 were downregulated. A high expression of CLDN2, 5, 6, 9, 10, 11, and 14–20 was associated with better relapse-free survival (RFS), whereas a high CLDN3 expression correlated with poor RFS. In addition, a high expression of CLDN3, 4, 14, and 20 was associated with poor overall survival (OS), whereas that of CLDN5 and CLDN11 was linked to a better OS. Although METABRIC and TCGA datasets revealed 22% and 27% gene alterations, respectively, in the members of the claudin family, these were not associated with survival. These findings suggest CLDN3, 5, and 11 could be promising therapeutic targets for patients with BC.