Breast cancer is a highly heterogeneous disease, at both inter- and intra-tumor levels, and this heterogeneity is a crucial determinant of malignant progression and response to treatments. In addition to genetic diversity and plasticity of cancer cells, the tumor microenvironment contributes to tumor heterogeneity shaping the physical and biological surroundings of the tumor. The activity of certain types of immune, endothelial or mesenchymal cells in the microenvironment can change the effectiveness of cancer therapies via a plethora of different mechanisms. Therefore, deciphering the interactions between the distinct cell types, their spatial organization and their specific contribution to tumor growth and drug sensitivity is still a major challenge. Dissecting intra-tumor heterogeneity is currently an urgent need to better define breast cancer biology and to develop therapeutic strategies targeting the microenvironment as helpful tools for combined and personalized treatment. In this review, we analyze the mechanisms by which the tumor microenvironment affects the characteristics of tumor heterogeneity that ultimately result in drug resistance, and we outline state of the art preclinical models and emerging technologies that will be instrumental in unraveling the impact of the tumor microenvironment on resistance to therapies.