BACKGROUND: Accurate prognosis and identification of cancer subtypes at molecular level are important steps towards effective and personalised treatments of breast cancer. To this end, many computational methods have been developed to use gene (mRNA) expression data for breast cancer subtyping and prognosis. Meanwhile, microRNAs (miRNAs) and long non-coding RNAs (lncRNAs) have been extensively studied in the last 2 decades and their associations with breast cancer subtypes and prognosis have been evidenced. However, it is not clear whether using miRNA and/or lncRNA expression data helps improve the performance of gene expression based subtyping and prognosis methods, and this raises challenges as to how and when to use these data and methods in practice. RESULTS: In this paper, we conduct a comparative study of 35 methods, including 12 breast cancer subtyping methods and 23 breast cancer prognosis methods, on a collection of 19 independent breast cancer datasets. We aim to uncover the roles of miRNAs and lncRNAs in breast cancer subtyping and prognosis from the systematic comparison. In addition, we created an R package, CancerSubtypesPrognosis, including all the 35 methods to facilitate the reproducibility of the methods and streamline the evaluation. CONCLUSIONS: The experimental results show that integrating miRNA expression data helps improve the performance of the mRNA-based cancer subtyping methods. However, miRNA signatures are not as good as mRNA signatures for breast cancer prognosis. In general, lncRNA expression data does not help improve the mRNA-based methods in both cancer subtyping and cancer prognosis. These results suggest that the prognostic roles of miRNA/lncRNA signatures in the improvement of breast cancer prognosis needs to be further verified.