The immunomodulatory impact of corticosteroids and concurrent chemotherapy is poorly understood within triple-negative breast cancer (TNBC). On a biochemical level, steroids have been linked to the signaling of chemotherapy-resistant pathways. However, on a clinical level, steroids play an essential role in chemotherapy tolerance through the prevention of chemotherapy-induced nausea and vomiting (CINV) and hypersensitivity reactions. Given these conflicting roles, we wanted to evaluate this interplay more rigorously in the context of early-stage TNBC. We performed a retrospective analysis of patients with operable TNBC who received neoadjuvant chemotherapy (NAC) between January 2012 and November 2018, with the primary goal of examining the dose-dependent relationship between pathological complete response (pCR) rates and corticosteroid use. Secondary endpoints included the impact of steroid dosing on overall survival (OS) and recurrence-free survival (RFS), along with a breakdown in pCR rates based on steroid doses provided during each chemotherapy phase. Further adjusted analyses were performed based on patient age, diabetic status, and anatomical stage. Finally, we explored the relationship between tumor-infiltrating lymphocytes (TILs) seen on tissue samples at baseline and dexamethasone doses in terms of pCR rates. In total, of the 174 patients screened within this study period, 116 met full eligibility criteria. Of these eligible patients, all were female, with a median age of 51.5years (27.0 to 74.0) and a mean body mass index (BMI) of 29.7 [standard deviation (SD) 7.04]. The majority were nondiabetic (80.2%). For cancer stage, 69.8% (n = 81) had stage 2 breast cancer. We found no statistically significant association between pCR rates and dexamethasone use, both in terms of the total dose (p = 0.55) and mean dose per NAC cycle (p = 0.74). Similarly, no difference was noted when adjusting for diabetic status, metformin use, or age at diagnosis, regardless of the total steroid dose provided (p = 0.72) or mean dose per cycle (p = 0.49). No meaningful changes to pCR rate were seen with higher mean or higher total steroid doses during the paclitaxel (T) phase (adjusted p = 0.16 and p = 0.76, respectively) or doxorubicin and cyclophosphamide (AC) phase (adjusted p = 0.83 and p = 0.77, respectively). Furthermore, we found no clinically significant association between dexamethasone dose and either RFS (p = 0.45) or OS (p = 0.89). Of the 56 patients who had available pre-treatment biopsy tissue samples, 27 achieved pCR, with higher TILs at baseline being associated with higher pCR rates, regardless of the mean dexamethasone dose used. Our findings demonstrate that dexamethasone has no clinically significant impact on pCR, RFS, or OS when given concurrently with NAC in patients with curative TNBC, regardless of diabetic status.