The success of cancer immunotherapy with immune checkpoint blockade (ICB) has demonstrated the importance of targeting a preexisting immune response in a broad spectrum of tumors. This is particularly novel and relevant for less immunogenic tumors, such as breast cancer (BC), where the efficacy of ICB was more evident in the triple-negative (TNBC) subtype, in earlier stages, and in association with chemotherapy. Tumors harboring homologous recombination DNA repair (HRR) deficiency (HRD) are supposed to have a higher number of mutations, hence a higher tumor mutational burden, which could potentially make them more sensitive to immunotherapy. However, the mechanisms involved in ICB sensitivity and patient selection are still yet to be defined in BC: whether the innate system could play a role and how the adaptive immunity could be linked with HRR pathways are the two key points of debate that we will discuss in this article. The aim of this review was to close the loop between what was found in clinical trial results so far, go back to laboratory theory and preclinical results and point out what needs to be clarified from now on.