The pathologic definition of triple negative breast cancer (TNBC) relies on the absence of expression of estrogen, progesterone and HER2 receptors. However, this BC subgroup is distinguished by a wide biological, molecular and clinical heterogeneity. Among the intrinsic TNBC subtypes, the mesenchymal type is defined by the expression of genes involved in the epithelial to mesenchymal transition, stromal interaction and cell motility. Moreover, it shows a high expression of genes involved in proliferation and an immune-suppressive microenvironment. Several molecular alterations along different pathways activated during carcinogenesis and tumor progression have been outlined and could be involved in immune evasion mechanisms. Furthermore, reverting epithelial to mesenchymal transition process could lead to the overcoming of immune-resistance. This paper reviews the current knowledge regarding the mesenchymal TNBC subtype and its response to conventional therapeutic strategies, as well as to some promising molecular target agents and immunotherapy. The final goal is a tailored combination of cytotoxic drugs, target agents and immunotherapy in order to restore immunocompetence in mesenchymal breast cancer patients.