Immune checkpoint inhibitors (ICIs) have led to durable clinical remissions in many metastatic cancers. However, the single-agent efficacy of ICIs in breast cancer is low, including in triple-negative breast cancer (TNBC), which has several key characteristics that enhance ICI responses. Strategies to improve anticancer immune responses in TNBC are urgently needed to extend survival for patients with metastatic disease. This review presents ICI monotherapy response rates and discusses combination strategies with chemotherapy, targeted therapies, and novel immunotherapies. It concludes with a summary of immunotherapy biomarkers in TNBC and a call to action for future directions of research critical to advancing the efficacy of immunotherapy for patients with TNBC.