Triple-negative breast cancer (TNBC) is a relatively aggressive breast cancer subtype due to tumor relapse, drug resistance, and multi-organ metastatic properties. Identifying reliable biomarkers to predict prognosis and precisely guide TNBC immunotherapy is still an unmet clinical need. To address this issue, we successfully constructed a novel 25 machine learning (ML) algorithms-based immune infiltrating cell (IIC) associated signature of TNBC (MLIIC), achieved by multiple transcriptome data of purified immune cells, TNBC cell lines, and TNBC entities. The TSI index was employed to determine IIC-RNAs that were accompanied by an expression pattern of upregulation in immune cells and downregulation in TNBC cells. LassoLR, Boruta, Xgboost, SVM, RF, and Pamr were utilized for further obtaining the optimal IIC-RNAs. Following univariate Cox regression analysis, LassoCox, CoxBoost, and RSF were utilized for the dimensionality reduction of IIC-RNAs from a prognostic perspective. RSF, Ranger, ObliqueRSF, Rpart, CoxPH, SurvivalSVM, CoxBoost, GlmBoost, SuperPC, StepwiseCox, Enet, LassoCox, CForest, Akritas, BlackBoost, PlsRcox, SurvReg, GBM, and CTree were used for determining the most potent MLIIC signature. Consequently, this MLIIC signature was correlated significantly with survival status validated by four independent TNBC cohorts. Also, the MLIIC signature had a superior predictive capability for TNBC prognosis, compared with 148 previously reported signatures. In addition, MLIIC signature scores developed by immunofluorescent staining of tissue arrays from TNBC patients showed a substantial prognostic value. In TNBC immunotherapy, the low MLIIC profile demonstrated significant immune-responsive efficacy in a dataset of multiple cancer types. MLIIC signature could also predict m6A epigenetic regulation which controls T cell homeostasis. Therefore, this well-established MLIIC signature is a robust predictive indicator for TNBC prognosis and the benefit of immunotherapy, thus providing an efficient tool for combating TNBC.