Breast cancer is the most commonly diagnosed cancer among women. Therapeutic treatments for breast cancer generally include surgery, chemotherapy, radiotherapy, endocrinotherapy and molecular targeted therapy. With the development of molecular biology, immunology and pharmacogenomics, immunotherapy becomes a promising new field in breast cancer therapies. In this review, we discussed recent progress in breast cancer immunotherapy, including cancer vaccines, bispecific antibodies, and immune checkpoint inhibitors. Several additional immunotherapy modalities in early stages of development are also highlighted. It is believed that these new immunotherapeutic strategies will ultimately change the current status of breast cancer therapies.