With improved understanding of the immunogenicity of triple-negative breast cancer (TNBC), immunotherapy has emerged as a promising candidate to treat this lethal disease owing to the lack of specific targets and effective treatments. While immune checkpoint inhibition (ICI) has been effectively used in immunotherapy for several types of solid tumor, monotherapies targeting programmed death 1 (PD-1), its ligand PD-L1, or cytotoxic T lymphocyte-associated protein 4 (CTLA-4) have shown little efficacy for TNBC patients. Over the past few years, various therapeutic candidates have been reviewed, attempting to improve ICI efficacy on TNBC through combinatorial treatment. In this review, we describe the clinical limitations of ICI and illustrate candidates from an immunological, pharmacological, and metabolic perspective that may potentiate therapy to improve the outcomes of TNBC patients.