Triple-negative breast cancer constitutes ~ 15% of all breast cancer subtypes. Because of the negative hormone receptor and human epidermal growth factor receptor 2 status, therapy is mainly based on chemotherapy with a poor median overall survival in the metastatic setting of ~ 18 months. Compared to other breast cancer subtypes, triple-negative breast cancer is characterized by a higher mutational load, which renders the tumor immunogenic and amenable to immunotherapeutic intervention. Based on the promising results of immunotherapy in other cancer entities, including melanoma or non-small cell lung cancer, a vast number of studies are currently assessing immunotherapeutic approaches in patients with triple-negative breast cancer. While monotherapies with antibodies against programmed death-1 and programmed death ligand-1 have shown little efficacy in patients with heavily pretreated metastatic triple-negative breast cancer, treatment efficacy likely depends on the therapeutic setting, the treatment line, and the combination of immunotherapies with other anticancer drugs. Several studies are currently evaluating the safety and efficacy of immune checkpoint inhibition in combination with chemotherapy, angiogenesis inhibitors, poly(ADP-ribose) polymerase inhibitors, as well as radiotherapy in the metastatic and (neo-)adjuvant settings. The US Food and Drug Administration approval of nab-paclitaxel in combination with atezolizumab in 2019 presented a landmark therapeutic development for patients with triple-negative breast cancer, given the limited treatment options available for this highly aggressive disease. In this review, we provide an overview on important ongoing and completed immunotherapeutic studies in triple-negative breast cancer and their possible implications for clinical practice.