While immune checkpoint inhibitors (ICIs) demonstrated a convincing efficacy with durable responses in many cancer types, the single agent efficacy of ICIs in patients with advanced triple-negative breast cancer (TNBC) proved to be low. In a successful attempt to boost this clinical activity, ICIs were subsequently combined with chemotherapy in patients with metastatic TNBC. Following the positive results in the metastatic setting, ICIs are now also under evaluation in combination with neoadjuvant chemotherapy in patients with early TNBC. This review provides an overview of the results obtained with ICI in TNBC, from the disappointing results with ICI monotherapy, over the emerging data with ICI-chemotherapy combinations in the neoadjuvant setting to the pivotal, practice-changing results obtained with atezolizumab and atezolizumab in combination with chemotherapy in metastatic TNBC patients.