Triple-negative breast cancer (TNBC) is a highly aggressive subtype of breast cancer with a poor prognosis. Despite conventional treatments, including surgery, radiation, and chemotherapy, the overall response rate to PD-1/PD-L1 immune checkpoint inhibitors remains low, with limited predictive significance from current biomarkers such as PD-L1 expression, tumor-infiltrating lymphocytes (TILs), and tumor mutational burden (TMB). To address this challenge, recent advancements in single-cell sequencing techniques have enabled deeper exploration of the highly complex and heterogeneous TNBC tumor microenvironment at the single-cell level, revealing promising TNBC predictive biomarkers for immune checkpoint inhibitors. In this review, we discuss the background, motivation, methodology, results, findings, and conclusion of multi-omics analyses that have led to the identification of these emerging biomarkers. Our review suggests that single-cell multi-omics analysis holds great promise for the identification of more effective biomarkers and personalized treatment strategies for TNBC patients.