Purpose The clinical implementation of immunotherapy has profoundly transformed cancer treatment. Targeting the immune system to mount anti-tumor responses can elicit a systemically durable response. Employing immune checkpoint blockade (ICB) has suppressed tumor growth and vastly improved patient overall and progression-free survival in several cancer types, most notably melanoma and non-small cell lung carcinoma. Despite widescale clinical success, ICB response is heterogeneously efficacious across tumor types. Many cancers, including breast cancer, are frequently refractory to ICB. In this review, we will discuss the challenges facing immunotherapy success and address the underlying mechanisms responsible for primary and acquired breast cancer resistance to immunotherapy. Findings Even in initially ICB-responsive tumors, many acquire resistance due to tumor-specific alterations, loss of tumor-specific antigens, and extrinsic mechanisms that reshape the immune landscape within the tumor microenvironment (TME). The tumor immune interaction circumvents the benefits of immunotherapy; tumors rewire the tumor-suppressive functions of activated immune cells within their stroma to propagate tumor growth and progression. Conclusions The breast cancer immune TME is complex and the mechanisms driving resistance to ICB are multifaceted. Continued study in both preclinical models and clinical trials should help elucidate these mechanisms so they can be targeted to benefit more breast cancer patients.