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PURPOSE: In the two-cohort phase II KEYNOTE-086 study (ClinicalTrials.gov identifier: NCT02447003), first-line and second-line or later pembrolizumab monotherapy demonstrated antitumor activity in metastatic triple-negative breast cancer (mTNBC; N = 254). This exploratory analysis evaluates the association between prespecified molecular biomarkers and clinical outcomes. METHODS: Cohort A enrolled patients with disease progression after one or more systemic therapies for metastatic disease irrespective of PD-L1 status; Cohort B enrolled patients with previously untreated PD-L1–positive (combined positive score [CPS] ≥ 1) metastatic disease. The association between the following biomarkers as continuous variables and clinical outcomes (objective response rate [ORR], progression-free survival [PFS], and overall survival [OS]) was evaluated: PD-L1 CPS (immunohistochemistry), cluster of differentiation 8 (CD8; immunohistochemistry), stromal tumor-infiltrating lymphocyte (sTIL; hematoxylin and eosin staining), tumor mutational burden (TMB; whole-exome sequencing [WES]), homologous recombination deficiency-loss of heterozygosity, mutational signature 3 (WES), mutational signature 2 (apolipoprotein B mRNA editing catalytic polypeptide–like; WES), T-cell–inflamed gene expression profile (TcellinfGEP; RNA sequencing), and 10 non-TcellinfGEP signatures (RNA sequencing); Wald test P values were calculated, and significance was prespecified at α = 0.05. RESULTS: In the combined cohorts (A and B), PD-L1 (P =.040), CD8 (P <.001), sTILs (P =.012), TMB (P =.007), and TcellinfGEP (P =.011) were significantly associated with ORR; CD8 (P <.001), TMB (P =.034), Signature 3 (P =.009), and TcellinfGEP (P =.002) with PFS; and CD8 (P <.001), sTILs (P =.004), TMB (P =.025), and TcellinfGEP (P =.001) with OS. None of the non-TcellinfGEP signatures were associated with outcomes of pembrolizumab after adjusting for the TcellinfGEP. CONCLUSION: In this exploratory biomarker analysis from KEYNOTE-086, baseline tumor PD-L1, CD8, sTILs, TMB, and TcellinfGEP were associated with improved clinical outcomes of pembrolizumab and may help identify patients with mTNBC who are most likely to respond to pembrolizumab monotherapy. [ABSTRACT FROM AUTHOR]