Abstract Purpose: The tumor microenvironment has a profound impact on prognosis and immunotherapy. However, the landscape of the triple-negative breast cancer (TNBC) microenvironment has not been fully understood. Experimental Design: Using the largest original multi-omics dataset of TNBC (n = 386), we conducted an extensive immunogenomic analysis to explore the heterogeneity and prognostic significance of the TNBC microenvironment. We further analyzed the potential immune escape mechanisms of TNBC. Results: The TNBC microenvironment phenotypes were classified into three heterogeneous clusters: cluster 1, the “immune-desert” cluster, with low microenvironment cell infiltration; cluster 2, the “innate immune-inactivated” cluster, with resting innate immune cells and nonimmune stromal cells infiltration; and cluster 3, the “immune-inflamed” cluster, with abundant adaptive and innate immune cells infiltration. The clustering result was validated internally with pathologic sections and externally with The Cancer Genome Atlas and METABRIC cohorts. The microenvironment clusters had significant prognostic efficacy. In terms of potential immune escape mechanisms, cluster 1 was characterized by an incapability to attract immune cells, and MYC amplification was correlated with low immune infiltration. In cluster 2, chemotaxis but inactivation of innate immunity and low tumor antigen burden might contribute to immune escape, and mutations in the PI3K-AKT pathway might be correlated with this effect. Cluster 3 featured high expression of immune checkpoint molecules. Conclusions: Our study represents a step toward personalized immunotherapy for patients with TNBC. Immune checkpoint inhibitors might be effective for “immune-inflamed” cluster, and the transformation of “cold tumors” into “hot tumors” should be considered for “immune-desert” and “innate immune-inactivated” clusters.