There has been increasing attention on immune-oncology for its impressive clinical benefits in many different malignancies. However, due to molecular and genetic heterogeneity of tumors, the activities of traditional clinical and pathological criteria are far from satisfactory. Immune-based strategies have re-ignited hopes for the treatment and prevention of breast cancer. Prognostic or predictive biomarkers, associated with tumor immune microenvironment, may have great prospects in guiding patient management, identifying new immune-related molecular markers, establishing personalized risk assessment of breast cancer. Therefore, in this study, weighted gene co-expression network analysis (WGCNA), single-sample gene set enrichment analysis (ssGSEA), multivariate COX analysis, least absolute shrinkage, and selection operator (LASSO), and support vector machine-recursive feature elimination (SVM-RFE) algorithm, along with a series of analyses were performed, and four immune-related genes (, , , and ) were identified as biomarkers correlated with breast cancer prognosis. The findings may provide different insights into prognostic monitoring of immune-related targets for breast cancer or can be served as reference for the further research and validation of biomarkers.