It is increasingly acknowledged that breast cancer can be an immunogenic disease. Immunogenicity appears to differ between subtypes. For instance, in triple negative breast cancer (TNBC) and HER2-positive breast cancer tumor infiltrating lymphocytes (TILs) are prognostic and predictive for response to chemotherapy containing anthracyclines, but in other subtypes they are not. Preclinical evidence suggests important immune based mechanisms of conventional chemotherapeutics, in particular anthracyclines. Early clinical studies with monoclonal antibodies targeting programmed death protein 1, programmed death-ligand 1 and cytotoxic T-lymphocyte-associated antigen 4 have shown anti-tumor efficacy. Tumor vaccines designed to increase the body's own anti-tumor immunity have shown an increased anti-tumor immunity, however clinical efficacy has not yet been demonstrated. Novel strategies will likely follow. In light of the increased interest in immune modulation, this review focuses on predictive immune-based biomarkers, immune-mediated effects from conventional therapies, as well as recent results and ongoing studies concerning immunotherapies in breast cancer.