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Simple Summary: Breast cancer is a major health concern as it remains the deadliest for women worldwide. As for other cancer types, the immune system is determinant for how the body fights the tumor and responds to therapy. Better medical care and therapy assignment can thus be obtained by a deeper understanding of the immune state of breast cancer patients and how it changes with disease and treatment. Such information becomes more relevant and accessible if collected easily from a blood test. This review summarizes current knowledge on breast cancer patients' immune profile obtained from peripheral blood and serves as a starting point for further investigation. Finally, we discuss the latest advances and current challenges in experimental models to study the interactions between human cancer and immune cells, with the intent of bridging the gap between patient immune profiling and functional and therapeutic significance. Breast cancer is the deadliest female malignancy worldwide and, while much is known about phenotype and function of infiltrating immune cells, the same attention has not been paid to the peripheral immune compartment of breast cancer patients. To obtain faster, cheaper, and more precise monitoring of patients' status, it is crucial to define and analyze circulating immune profiles. This review compiles and summarizes the disperse knowledge on the peripheral immune profile of breast cancer patients, how it departs from healthy individuals and how it changes with disease progression. We propose this data to be used as a starting point for validation of clinically relevant biomarkers of disease progression and therapy response, which warrants more thorough investigation in patient cohorts of specific breast cancer subtypes. Relevant clinical findings may also be explored experimentally using advanced 3D cellular models of human cancer–immune system interactions, which are under intensive development. We review the latest findings and discuss the strengths and limitations of such models, as well as the future perspectives. Together, the scientific advancement of peripheral biomarker discovery and cancer–immune crosstalk in breast cancer will be instrumental to uncover molecular mechanisms and putative biomarkers and drug targets in an all-human setting. [ABSTRACT FROM AUTHOR]