Triple-negative breast cancer (TNBC) is an aggressive subtype of breast cancer due to its molecular heterogeneity and poor clinical outcomes. Analysis of circulating cell-free tumor nucleic acids (ctNAs) can improve our understanding of TNBC and provide efficient and non-invasive clinical biomarkers that may be representative of tumor heterogeneity. In this review, we summarize the potential of ctNAs to aid TNBC diagnosis and prognosis. For example, tumor fraction of circulating cell-free DNA (TFx) may be useful for molecular prognosis of TNBC: high TFx levels after neoadjuvant chemotherapy have been associated with shorter progression-free survival and relapse-free survival. Mutations and copy number variations of TP53 and PIK3CA/AKT genes in plasma may be important markers of TNBC onset, progression, metastasis, and for clinical follow-up. In contrast, the expression profile of circulating cell-free tumor non-coding RNAs (ctncRNAs) can be predictive of molecular subtypes of breast cancer and thus aid in the identification of TBNC. Finally, dysregulation of some circulating cell-free tumor miRNAs (miR17, miR19a, miR19b, miR25, miR93, miR105, miR199a) may have a predictive value for chemotherapy resistance. In conclusion, a growing number of efforts are highlighting the potential of ctNAs for future clinical applications in the diagnosis, prognosis, and follow-up of TNBC.