Triple-negative breast cancer (TNBC) is a subtype of breast cancer characterized by the absence of estrogen receptor (ER), progesterone receptor (PR), and human epidermal growth factor receptor 2 (HER2). It is highly aggressive, easy to relapse, and chemotherapy remains its mainstay treatment due to the lack of therapeutic targets. In recent years, many advances have been made in the development of immunotherapy for TNBC. This review summarizes the primary modalities of immunotherapy for TNBC, including immune checkpoint inhibitors, adoptive immune cell therapy, tumor vaccines and oncolytic virus. We present the latest research progress on each treatment from the perspective of clinical study and fundamental research, while introducing the potential predictive biomarkers and resistance mechanisms of immunotherapy for TNBC.