There is now accumulating evidence that the host immune system plays an important role in influencing response to treatment and prognosis in breast cancer. Immunotherapy with immune checkpoint inhibitors is a promising and rapidly growing field of interest in many solid tumours, including breast cancer. Trials to date have largely focused on metastatic triple-negative disease, a genomically unstable subtype of breast cancer that is believed to be the most immunogenic and following the development of treatment resistance, has limited treatment options and a particularly poor prognosis. Both checkpoint inhibitor monotherapy and combinations with chemotherapy are being investigated. In this review, we discuss the current evidence for PD-1/PD-L1 blockade in metastatic triple-negative breast cancer (TNBC), HER2+ breast cancer and ER+ disease, as well as the emerging evidence for use in the early-stage (neoadjuvant) setting. We also propose potential ways of improving responses to checkpoint blockade in breast cancer.