Immunotherapy is revolutionizing cancer care across disciplines. The original success of immune checkpoint blockade in melanoma has already been translated to Food and Drug Administration-approved therapies in a number of other cancers, and a large number of clinical trials are underway in many other disease types, including breast cancer. Here, we review the basic requirements for a successful antitumor immune response, with a focus on the metabolic and physical barriers encountered by lymphocytes entering breast tumors. We also review recent clinical trials of immunotherapy in breast cancer and provide a number of interesting questions that will need to be answered for successful breast cancer immunotherapy.