Triple negative breast cancer (TNBC) is a highly heterogeneous tumor. There is increasing evidence of the role of tumor lymphocytic immune infiltrates in this subtype of breast cancer. Robust levels of tumor infiltrating lymphocytes (TILs) have been associated with improved disease-free and overall survival rates in TNBC patients with and without any treatment. Recent efforts have been made to develop a standardized methodology for evaluating TILs. The presence of TILs in the breast tumor microenvironment can also predict responses not only to neoadjuvant but also to adjuvant chemotherapy treatments. High numbers of TILs correlate with increased pathological complete responses (pCR) in TNBC. TILs are prognostic and predictive of response to standard therapies; thus, the immune system appears to play an active role in a subgroup of breast cancer. There is an increasing interest in directly targeting the immune system as part of breast cancer therapy, mainly in patients with TNBC. New immune modulatory agents, including immune checkpoints inhibitors, have shown promising activity in a subgroup of metastatic TNBC. Increased programmed cell death protein 1 ligand (PD-L1) expression on the surface of TNBC provides the rationale for implementing therapeutic strategies targeting the PD-1/PD-L1 axis in TNBC. The programmed cell death protein 1 (PD-1) inhibitor pembrolizumab, and the PD-L1 inhibitor atezolizumab have shown promising results in clinical trials.