As clinical efforts towards breast-conserving therapy and prolonging survival of those with metastatic breast cancer increase, innovative approaches with the use of biologics are on the rise. Two areas of current focus are cancer immunotherapy and autophagy, both of which have been well-studied independently but have recently been shown to have intertwining roles in cancer. An increased understanding of their interactions could provide new insights that result in novel diagnostic, prognostic, and therapeutic strategies. In this breast cancer-focused review, we explore the interactions between autophagy and two clinically relevant immune checkpoint pathways; the programmed cell death-1 receptor with its ligand (PD-L1)/PD-1 and the cytotoxic T-lymphocyte-associated protein 4 (CTLA-4)/CD80 and CD86 (B7-1 and B7-2). Furthermore, we discuss emerging preclinical and clinical data supporting targeting both immunotherapy and autophagy pathway manipulation as a promising approach in the treatment of breast cancer.