(1) Background: Breast cancer is the most common cancer among women worldwide, with more than 2 million new cases each year, and is the leading cause of cancer death in women. Triple-negative breast cancer (TNBC) is characterized by high aggressiveness, absence of hormone receptors, and variable response to immunotherapy, posing a major therapeutic challenge, and is an aggressive subtype characterized by the lack of hormone receptors and HER2, limiting targeted therapy options. Despite advances in immunotherapy, such as PD-1/PD-L1 inhibitors, frequent resistance persists due to an immunosuppressive tumor microenvironment (TME). Key among these mechanisms is the increased infiltration of regulatory T cells (Tregs), which suppress antitumor immunity. This study investigates the molecular signatures associated with this Treg-dominant infiltration in TNBC and their prognostic impact, aiming to identify novel therapeutic targets. (2) Methods: Bioinformatics analyses on TCGA-TNBC transcriptomic data to assess immune infiltration, identify genes associated with Treg accumulation, reduced CD8+ effector T cells, and immune checkpoint expression, and correlate these signatures with prognosis. (3) Results: A panel of overexpressed genes is strongly correlated with increased infiltration of immunosuppressive cells, a reduction in CD8+ T cells, and elevated immune checkpoints, contributing to an unfavorable tumor microenvironment and a poor prognosis. (4) Conclusions: These candidate genes represent potential biomarkers of immune resistance and therapeutic targets to restore antitumor immunity in TNBC.