To determine the clinical effectiveness and safety of Gemcitabine (GEM) plus Capecitabine (CAP) for advanced triple-negative breast cancer (aTNBC). Eighty aTNBC patients treated in Affiliated Hospital of Nanjing Medical University between June 2020 and June 2022 were retrospectively included and divided into an observation group (Obs; 42 cases treated with GEM + CAP) and a control group (Con; 38 cases treated with docetaxel + CAP) according to different chemotherapy regimens. The clinical effectiveness and the serum levels of tumor markers and inflammatory factors pre- and post-treatment were detected for comparative analyses. In addition, the two groups were compared in terms of side effects, 1-year survival, and quality of life after 1 month of treatment. Cox regression was performed to identify the independent risk factors affecting patient prognosis. Higher clinical effectiveness was observed in the Obs group compared to the Con (P < 0.05). The pre-treatment TPS, CA153, TNF-α, and IL-6 levels were comparable between groups (all P > 0.05); however, better post-treatment TPS, CA153, and inflammatory factors were observed in the Obs group compared to the Con (all P < 0.05). The Obs group also showed markedly lower drug-induced toxicities than the Con group, with higher 1-year survival and better quality-of-life after 1 month of treatment (all P < 0.05). According to multivariate analysis, clinical stage and lymph node metastasis were independent risk factors for poor prognosis, and GEM + CAP chemotherapy was a protective prognostic factor. GEM + CAP is effective in treating aTNBC and provides clinical benefit for patients, with fewer side effects and good patient tolerance.