Anthracycline is a mainstay of treatment for breast cancer patients because of its antitumor activity. However, anthracycline resistance is a critical barrier in treating breast cancer. Thus, it is of great importance to uncover the molecular mechanisms underlying anthracycline resistance in breast cancer. Herein, we integrated transcriptome data, genetic alterations data, and clinical data of The Cancer Genome Atlas (TCGA) to identify the molecular mechanisms involved in anthracycline resistance in breast cancer. Two hundred and four upregulated genes and 1376 downregulated genes were characterized between the anthracycline-sensitive and anthracycline-resistant groups. It was found that drug resistance-associated genes such as ABCB5, CYP1A1, and CYP4Z1 were significantly upregulated in the anthracycline-resistant group. The gene set enrichment analysis (GSEA) suggested that the P53 signaling pathway, DNA replication, cysteine, and methionine metabolism pathways were associated with anthracycline sensitivity. Somatic mutation was a common genetic abnormality observed in the anthracycline-sensitive group, while mutation was presented in the anthracycline-resistant group. Immune infiltration patterns were extremely different between the anthracycline-sensitive and anthracycline-resistant groups. Immune-associated chemokines and cytokines, immune regulators, and human leukocyte antigen genes were significantly upregulated in the anthracycline-sensitive group. These results reveal potential molecular mechanisms associated with anthracycline resistance.