The immune checkpoint blockade therapy has drastically advanced treatment of different types of cancer over the past few years. Female breast cancer is the second leading cause of death in the overall burden of cancers worldwide that is encouraging healthcare professionals to improve cancer care management. The checkpoint blockade therapies combined with novel agents become the recent focus of various clinical trials in breast cancer. However, identification of the patients who are responsive to these therapeutic strategies remained as a major issue for enhancing the efficacy of these treatments. This highlights the unmet need in discovery and development of novel biomarkers to add predictive values for prosperous personalized medicine. In this review we summarize the advances done in the era of biomarker studies and highlight their link in supporting breast cancer immunotherapy.