Growing evidence suggests a clear role of the host immune system in HER2+ breast cancer. In addition, HER2+ breast cancer is generally considered more immunogenic than hormone receptor-positive (HR+)/HER2-, and specific molecular HER2+ subgroups (e.g. HER2-enriched disease) are more immunogenic than others (e.g. Luminal A or B). From a clinical perspective, the immune system plays a relevant prognostic role in HER2+ breast cancer and contributes to the therapeutic effects of trastuzumab. However, as more HER2-targeted agents become available, a better understanding of the role played by the immune system in modulating therapy response to different agents will be needed. Furthermore, the recent introduction in oncology of immune checkpoint inhibitors capable of unleashing anti-tumor immune response opens new possibilities for therapeutic combinations in HER2+ breast cancer. Here, we review the current pre-clinical and clinical data on the interplay between the immune system and HER2+ breast cancer, focusing on different HER2-targeted treatments and the biological heterogeneity that exists within HER2+ disease. Finally, we discuss new therapeutic approaches exploiting the immune system to increase activity or revert resistance to HER2-targeted agents.