Purpose Tumour-infiltrating lymphocytes (TILs) have been shown to be prognostic for disease-free survival and predictive for the benefit of chemotherapy in patients with early breast cancer, but have not been studied for endocrine therapy. Experimental design The number of CD8-positive TILs was assessed in a subcohort of 236 patients in the Intergroup Exemestane Study. AQ After 2–3 years of adjuvant tamoxifen, AQpatients were randomized between the schemes of continuation for 5 years on tamoxifen and switching to exemestane. The numbers of CD8-positive TILs were analysed for correlations with disease-free survival (DFS) and overall survival (OS). A similar analysis was performed on 2596 patients in the TEAM trial who were randomized between the sequential scheme and the exemestane monotherapy. Results In the first cohort, patients with low (below median) numbers of CD8-positive TILs had a univariate hazard ratio (HR) for DFS of 0.27 (95% CI 0.13–0.55) in favour of treatment with exemestane, whereas this benefit was not observed in patients with high numbers of CD8-positive TILs (HR 1.34, 95% CI 0.71–2.50, HR for interaction 5.02, p  = 0.001). In the second cohort, patients with low numbers of CD8-positive TILs showed a benefit of exemestane treatment on recurrence-free survival (RFS HR 0.67, 95% CI 0.45–0.99), and not with above-median numbers of CD8-positive TILs (HR 0.86, 95% CI 0.59–1.26, HR for interaction 1.29, p  = 0.36). Conclusions This study is the first to propose the number of CD8-positive TILs as potential predictive markers for endocrine therapy, with the low presence of CD8-positive TILs associated to benefit for exemestane-inclusive therapy. However, treatment-by-marker interactions were only significant in one cohort, indicating the need for further validation.