Immunotherapy is emerging as a new treatment modality in breast cancer. After long-standing use of endocrine therapy and targeted biological therapy, improved understanding of immune evasion by cancer cells and the discovery of selective immune checkpoint inhibitors have created novel opportunities for treatment. Single-drug therapies with monoclonal antibodies against programmed death-1 (PD-1) and programmed death ligand-1 (PD-L1) have shown little efficacy in patients with metastatic breast cancer, in part because of the low number of tumour-infiltrating lymphocytes in most breast cancers. There is growing interest in the development of combinations of immunotherapy and molecularly targeted therapies for metastatic breast cancer. In this Personal View, we review the available data and ongoing efforts to establish the safety and efficacy of immunotherapeutic approaches in combination with HER2-targeted therapy, inhibitors of cyclin-dependent kinases 4 and 6, angiogenesis inhibitors, poly(ADP-ribose) polymerase inhibitors, as well as chemotherapy and radiotherapy.