Cancer vaccine-based immunotherapy should potentiate immunosurveillance function, preventing and protecting against growing tumors. Tumor cells usually activate the immune system, including T lymphocytes and natural killer cells, which are able to eliminate the transformed cells. Immunosubversion mechanisms related to tumor cells antigenic immunoediting induces mechanisms of tolerance and immunoescape. This condition impairs not only host-generated immunosurveillance, but also attempts to harness the immune response for therapeutic purposes. Most trials evaluating breast cancer vaccines have been carried out in patients in the metastatic and adjuvant setting. The aim of this review is to analyze the activity of vaccination strategies in current clinical trials. We summarize the differential approaches, protein-based and cell-based vaccines, focusing on vaccines targeting HER2/neu protein. Another focus of the review is to provide the reader with future challenges in the field, taking into account both the immunological and clinical aspects to better target the goal.