Cancer immunotherapy has evolved dramatically with improved understanding of immune microenvironment and immunosurveillance. The immunogenicity of breast cancer is rather heterogeneous. Specific subtypes of breast cancer such as estrogen receptor (ER)-negative, human EGF receptor 2 (HER2)-positive, and triple-negative breast cancer (TNBC) have shown evidence of immunogenicity based on tumor-immune interactions. Several preclinical and clinical studies have explored the potential for immunotherapy to improve the clinical outcomes for different subtypes of breast cancer. This review describes the immune microenvironment of HER2-positive breast cancer and summarizes recent clinical advances of immunotherapeutic treatments in this breast cancer subtype. The review provides rationale and ongoing clinical evidence to the use of immune checkpoint inhibitors, therapeutic vaccines, and adoptive T cell immunotherapy in breast cancer. In addition, the present paper describes the most relevant clinical progress of strategies for the combination of immunotherapy with standard treatment modalities in HER2-positive breast cancer including chemotherapy, targeted therapy, and radiotherapy.