Breast cancer (BRCA) is a prevalent malignancy with the highest incidence among females. BRCA can be categorized into five intrinsic molecular subtypes (LumA, LumB, HER2, Basal, and Normal), each characterized by varying molecular and clinical features determined by the expression of intrinsic genes (PAM50). The Heat Shock Protein (HSP) family is composed of 95 genes evolutionary conservated, they have critical roles in proteostasis in both normal and cancerous processes. Many studies have linked HSP to the development and spread of cancer. They modulate the activity of multiple proteins expressed by oncogenes and anti-oncogenes through a range of interactions. In this study, we evaluate the mutational changes that HSP undergoes in BRCA mainly from the TCGA database. We observe that Copy Number Variations (CNV) are the more frequent events analyzed surpassing the occurrence of point mutations, indels, and translation start site mutations. The Basal subtype showcased the highest count of amplified CNV, including subtype-specific changes, whereas the Luminals tumors accumulated the greatest number of deletion CNV. Meanwhile, the HER2 subtype exhibited a comparatively lower frequency of CNV alterations when compared to the other subtypes. This study integrates CNV and expression data, finding associations between these two variables and the influence of CNV on the deregulation of HSP expression. To enhance the role of HSP as a risk predictor in BRCA, we succeeded in identifying CNV profiles as a prognostic marker. We included Artificial Intelligence to improve the clustering of patients, and we achieved a molecular CNV signature as a significant risk factor independent of known classic markers, including molecular subtypes PAM50. This research enhances the comprehension of HSP DNA alterations in BRCA and its relation with predicting the risk of affected individuals providing insights to develop guide personalized treatment strategies.