The clinical relevance of the host immune system in breast cancer has long been unexplored. Studies developed over the past decade have highlighted the biological heterogeneity of breast cancer, prompting researchers to investigate whether the role of the immune system in this malignancy is similar across different molecular subtypes of the disease. The presence of high levels of lymphocytic infiltration has been consistently associated with a more-favourable prognosis in patients with early stage triple-negative and HER2-positive breast cancer. These infiltrates seem to reflect favourable host antitumour immune responses, suggesting that immune activation is important for improving survival outcomes. In this Review, we discuss the composition of the immune infiltrates observed in breast cancers, as well as data supporting the clinical relevance of host antitumour immunity, as represented by lymphocytic infiltration, and how this biomarker could be used in the clinical setting. We also discuss the rationale for enhancing immunity in breast cancer, including early data on the efficacy of T-cell checkpoint inhibition in this setting.