Breast cancer, one of the most common and deadliest malignancies in developed countries, is a remarkably heterogeneous disease, which is clinically reflected by patients who display similar pathological features but respond differently to treatments. In the search for mediators of responsiveness, the tumor microenvironment (TME), in particular tumor‐associated immune cells, has been pushed into the spotlight as it has become clear that the TME is an active component of breast cancer disease that affects clinical outcomes. Thus, the characterization of the TME in terms of cell identities and their frequencies has generated a great deal of interest. The common methods currently used for this purpose are either limited in accuracy or application, and DNA methylation has recently been proposed as an alternative approach. The aim of this review is to discuss DNA methylation profiling beyond promoters as a potential clinical tool for TME characterization and cell typing within tumors. With respect to this, we review the role of DNA methylation in breast cancer and cell‐lineage specification, as well as inform about the composition and clinical relevance of the TME.