Triple-negative breast cancer (TNBC) is an aggressive breast cancer subtype, generally associated with a high risk of recurrence and poor prognosis. Our understanding of the heterogeneity of TNBC has increased over the past decade, and with it a recognition that some TNBCs are immunogenically active. This finding has led to the investigation of immunotherapy-based approaches for treatment of both early and advanced-stage TNBC. In this review, we provide an overview of the biologic rationale for immunotherapy use in TNBC, and review data from seminal trials which have culminated in the approval of immunotherapy for both early and advanced TNBC. Identification of predictive biomarkers to aid in treatment selection, development of novel treatment combinations to combat resistance, and refinement of therapeutic targets enables continued improvement in outcomes with immunotherapy for TNBC.