Breast cancer is the most common cancer in women, and its incidence is increasing. One possible way to fight this disease is by leveraging the functions of immune cells called tumor-associated macrophages (TAMs), especially TAMs’ ability to regulate a form of cell death known as pyroptosis. In pyroptosis, inflammatory vesicles create holes in the cell membrane, causing the cell to swell and rupture. TAMs can induce pyroptosis by secreting pro-inflammatory molecules called cytokines. In turn, when pyroptotic cells rupture, they release inflammatory molecules that recruit more TAMs. Combined therapies that induce pyroptosis and target TAMs are therefore promising options for breast cancer treatment. However, although pyroptosis can successfully kill tumor cells to inhibit tumor growth, it can also be a double-edged sword as in some cases, it creates an inflammatory microenvironment in which tumors thrive. Therefore, great care must be taken to elucidate the complex connections between TAMs and pyroptosis in breast cancer and to design effective therapies that either promote or block TAMs and pyroptosis as needed.