Patients with triple-negative breast cancer (TNBC) do not express estrogen receptor (ER), HER2/neu, or progesterone receptor (PR) and generally have a poor prognosis with elevated chances of recurrence. They constitute about 15% of breast cancer patients. TNBC, when diagnosed at stage II, has a recurrence of about 60%, while the risk of recurrence for a hormone receptor-positive cancer is about 10-20%. This particular breast cancer has no targeted treatment at the molecular level; unlike other subtypes of breast cancer, patients have only chemotherapy and radiation to rely on. They cannot benefit from endocrine therapy. Research based on cancer immunology and translational immunotherapy has been supported by early trial successes. However, major questions still exist concerning these therapeutic approaches in practice. Promising new therapies hold the potential to cure a wide range of tumor types, including those which cannot be treated with conventional therapies. A better insight into the immunogenicity of TNBC has resulted in clinical studies of various immunotherapeutic agents. This review focuses on current immunotherapies for TNBC, including immune checkpoint inhibitors, dendritic cell therapy, adoptive cell therapy, and oncolytic viral therapy.