Breast cancers regroup many heterogeneous diseases unevenly responding to currently available therapies. Approximately 70-80% of breast cancers express hormone (estrogen or progesterone) receptors. Patients with these hormone-dependent breast malignancies benefit from therapies targeting endocrine pathways. Nevertheless, metastatic disease remains a major challenge despite available treatments, and relapses frequently ensue. By improving patient survival and quality of life, cancer immunotherapies have sparked considerable enthusiasm and hope in the last decade but have led to only limited success in breast cancers. In addition, only patients with hormone-independent breast cancers seem to benefit from these immune-based approaches. The present review examines and discusses the current literature related to the role of hormone receptor signaling (specifically, an estrogen receptor) and the impact of its modulation on the sensitivity of breast cancer cells to the effector mechanisms of anti-tumor immune responses and on the capability of breast cancers to escape from protective anti-cancer immunity. Future research prospects related to the possibility of promoting the efficacy of immune-based interventions using hormone therapy agents are considered.