In the dynamic arena of cancer therapeutics, chemoimmunotherapy has shown tremendous promise, especially for aggressive forms of breast cancer like triple-negative breast cancer (TNBC). This review delves into the significant role of liposomes in enhancing the effectiveness of chemoimmunotherapy by leveraging breast cancer-specific mechanisms such as the induction of immunogenic cell death (ICD), reprogramming the tumour microenvironment (TME), and enabling sequential drug release. We examine innovative dual-targeting liposomes that capitalise on tumour heterogeneity, as well as pH-sensitive formulations that offer improved control over drug delivery. Unlike prior analyses, this review directly links advancements in preclinical research-such as PAMAM dendrimer-based nanoplatforms and RGD-decorated liposomes-to clinical trial results, highlighting their potential to revolutionise TNBC treatment strategies. Additionally, we address ongoing challenges related to scalability, toxicity, and regulatory compliance, and propose future directions for personalised, immune-focused nanomedicine. This work not only synthesises the latest research but also offers a framework for translating liposomal chemoimmunotherapy from laboratory research to clinical practice.