Triple-negative breast cancer (TNBC), characterized by the absence of estrogen receptor, progesterone receptor, or human epidermal growth factor receptor-2, affects nearly 15% of women with breast cancer. To date, the mainstay of treatment remains chemotherapy, with all the associated consequences, such as the significant toxicity and the suboptimal effect on the five-year survival rates. RNA-expression profiling showed that TNBC is biologically a heterogeneous malignancy. Therefore, predictive biomarkers matched with the diverse subtypes of TNBC could classify patients that would most benefit from a certain targeted treatment. Three biomarker-driven therapies are currently available: poly-adenosine diphosphate (ADP) ribose polymerase inhibitors for patients with germline BReast CAncer gene (BRCA) mutations, atezolizumab combined with nab-paclitaxel for patients expressing programmed death-ligand 1 (PD-L1) on tumor-infiltrating immune cells, and sacituzumab govitecan, an antibody-drug conjugate targeting human trophoblast cell-surface antigen 2 (TROP-2). Identifying predictive biomarkers is crucial for the optimum generation and implementation of targeted agents for TNBC, while further relevant treatments are in the pipeline given the promising results in clinical trials. Finally, newly developed immunotherapies and other targeted agents should also be investigated in earlier stages of the disease, especially in the neoadjuvant setting, broadening the therapeutic application of such regimens.