Cancer immunosurveillance is a process that results from activity of recognition and destruction of cancer cells by innate and adaptive immune effector cells and molecules. Cancer cells can avoid immunosurveillance through the immunoselection, that is the development of poorly immunogenic tumor-cell variants, and through subversion of the immune system (also known as immunosubversion). Identification of tumor antigens (Ags) that can be recognized by immune effector cells has opened the perspective of developing therapeutic vaccines in the field of breast cancer. Breast cancer vaccines can induce immunogenic response against tumors weakly immunogenic; usually have a good tolerance and safety profile and can induce a long-term immune memory, critical to prevent efficiently tumor recurrence. Several studies evaluating breast cancer vaccines have been performed in patients with extended metastatic breast cancer, usually refractory to other standard treatments so that clinical efficacy was difficult to achieve. Significant immune responses against tumor Ags induced upon vaccinations were described to several tumor Ag vaccines. A better understanding of the relation between innate and adaptive immune responses, of the immune escape mechanisms employed by tumor cells and acknowledgment of the importance of both cell-mediated and humoral adaptive immunity for the control of tumor growth are necessary for leading to a more comprehensive immunotherapeutic approach in breast cancer.