The rapid development of immunotherapy has shown preliminary clinical efficacy and significant anti-tumor effects in some cancer patients. Although immunotherapy has been approved for breast cancer, some breast cancer patients still do not benefit from it due to issues such as immunotherapy insensitivity and resistance. Mass cytometry, as a mature single-cell proteomic analysis method, with its high-throughput capabilities, has been widely used in the analysis of tumor immune microenvironments and immune cell subpopulations. Using mass cytometry to analyze the immune microenvironment of breast cancer and explore new immunotherapy targets can help improve the current status of breast cancer immunotherapy and develop personalized treatment plans for more patients. This review surveys the recent advancements in analyzing the single-cell components of breast cancer using mass cytometry technology and reviews the immune microenvironment of breast cancer as well as potential targets for immunotherapy. These results provide new insights for the subsequent research of the immune microenvironment of breast cancer and targeted immunotherapy.