Checkpoint immunotherapy is emerging as a new therapeutic approach for metastatic breast cancer. Monotherapy of immunoagents against PD1/PD-L1 or CTLA-4 has shown little efficacy in these patients. Recently, to determine the optimal use of immunotherapy, there has been a rapid expansion in the number of clinical trials developing immunotherapy combinations. These combination therapeutic approaches can enhance various aspects of cancer immunity, such as tumor antigenicity or intratumor T cell infiltration, which provides a theoretical basis for combining them with checkpoint immunotherapy to achieve synergistic effects. Here, we review the available data and ongoing efforts to establish the safety and efficacy of immunoagents in combination with chemotherapy, radiotherapy, HER2-targeted therapy, CDK4/6 inhibitors, PARP inhibitors, and another checkpoint immunoagents.