Multiplexed fluorescent immunohistochemical analysis of breast cancer (BC) markers and high-resolution 3D immunofluorescence imaging of the tumor and its microenvironment not only facilitate making the disease prognosis and selecting effective anticancer therapy (including photodynamic therapy), but also provides information on signaling and metabolic mechanisms of carcinogenesis and helps in the search for new therapeutic targets and drugs. The characteristics of imaging nanoprobe efficiency, such as sensitivity, target affinity, depth of tissue penetration, and photostability, are determined by the properties of their components, fluorophores and capture molecules, and by the method of their conjugation. Regarding individual nanoprobe components, fluorescent nanocrystals (NCs) are widely used for optical imaging in vitro and in vivo, and single-domain antibodies (sdAbs) are well established as highly specific capture molecules in diagnostic and therapeutic applications. Moreover, the technologies of obtaining functionally active sdAb–NC conjugates with the highest possible avidity, with all sdAb molecules bound to the NC in a strictly oriented manner, provide 3D-imaging nanoprobes with strong comparative advantages. This review is aimed at highlighting the importance of an integrated approach to BC diagnosis, including the detection of biomarkers of the tumor and its microenvironment, as well as the need for their quantitative profiling and imaging of their mutual location, using advanced approaches to 3D detection in thick tissue sections. The existing approaches to 3D imaging of tumors and their microenvironment using fluorescent NCs are described, and the main comparative advantages and disadvantages of nontoxic fluorescent sdAb–NC conjugates as nanoprobes for multiplexed detection and 3D imaging of BC markers are discussed.