Breast cancer is a common malignancy with the highest mortality rate among women worldwide. Its incidence is on the rise year after year, accounting for more than one-tenth of new cancers worldwide. Increasing evidence suggests that forkhead box (FOX) transcription factors play an important role in the occurrence and development of breast cancer. However, little is known about the relationship between the expression, prognostic value, function, and immune infiltration of FOX transcription factors in tumor microenvironment. We used bioinformatics to investigate expression and function of FOX factor in breast cancer. Our results revealed the expression levels of FOXA1 and FOXM1 were significantly higher in breast cancer tissues than in normal tissues. The high expression of mRNA in FOXA1 (P < .05), FOXM1 (P < .01), and FOXP1 (P < .05) groups was related to tumor stage. Survival analysis results showed that increased FOXP1 mRNA levels were significantly associated with overall survival (OS), recurrence-free survival (RFS), and distant metastasis-free survival (DMFS) in all patients with breast cancer (P < .05). Patients with the FOXA1 high-expression group had better RFS and DMFS than the low-expression group (P < .05), while patients with FOXM1 high-expression group had worse RFS, OS, and DMFS than the low-expression group (P < .05). Meanwhile, mutation analysis showed that genetic alterations in FOX transcription factors were significantly associated with shorter OS and progression-free survival (P < .05), but not with disease-free survival (P = .710) in patients with breast cancer. FOXP1, FOXA1, and FOXM1 may be used as potential biomarkers to predict the prognosis of patients with breast cancer. Functional enrichment indicated that FOX was mainly involved in cell division, cell senescence, cell cycle, and prolactin signaling pathway. In patients with breast cancer, FOXC2 expression was negatively correlated with the infiltration of B cells and positively correlated with the infiltration of neutrophils and dendritic cells. However, FOXM1 was negatively correlated with the infiltration of CD8 + T cells and macrophages and positively correlated with the infiltration of neutrophils and dendritic cells. These findings provided novel insights into the screening of prognostic biomarkers of the FOX family in breast cancer and laid a foundation for further research on the immune infiltration of the FOX transcription factor family members in tumors.