Breast cancer is the most common cancer type in women worldwide. Triple-negative breast cancer (TNBC), which is characterized by the absence of estrogen receptor/progesterone receptor (ER/PR) and human epidermal growth factor receptor 2 (Her2) expressions, has a poorer prognosis compared with non-TNBC breast tumors. Until recently systemic treatment for TNBC was confined to chemotherapy owing to the lack of actionable targets. Immune checkpoint molecules are expressed on malignant cells or tumor-infiltrating immune cells and can inhibit anti-cancer immune responses. Immune checkpoint inhibitors (ICI), including anti-cytotoxic T-lymphocyte-associated protein 4 (CTLA-4), anti-programmed cell death protein 1 (PD-1), and anti-programmed cell death 1 ligand 1 (PD-L1), induce immune responses in different types of neoplasms. They have recently gained attention for their possible role in TNBC treatment. Several clinical trials have been conducted on the role of immune checkpoint blockade in different settings for TNBC treatment. Available evidence justifies the application of ICI and chemotherapy combination in the management of metastatic TNBC and early-stage TNBC in neoadjuvant setting. This study aims to provide information on the mechanisms of action of ICIs, review the efficacy results of clinical trials using ICIs for TNBC treatment, and assess the side effects of such drugs.