The prognostic value of current multigene assays for breast cancer is limited to hormone receptor-positive, human epidermal growth factor receptor 2-negative early breast cancer. Despite the prognostic significance of immune response-related genes in breast cancer, immune gene signatures have not been incorporated into most multigene assays. Here, using public gene expression microarray datasets, we classified breast cancer patients into three risk groups according to clinical risk and proliferation risk. We then developed the immune prognostic index based on expression of five immune response-related genes (TRAT1, IL2RB, CTLA4, IGHM and IL21R) and lymph node status to predict the risk of recurrence in the clinical and proliferation high-risk (CPH) group. The 10-year probability of disease-free survival (DFS) or distant metastasis-free survival (DMFS) of patients classified as high risk according to the immune prognostic index was significantly lower than those of patients classified as intermediate or low risk. Multivariate analysis revealed that the index is an independent prognostic factor for DFS or DMFS. Moreover, the C-index revealed that it is superior to clinicopathological variables for predicting prognosis. Its prognostic significance was also validated in independent datasets. The immune prognostic index identified low-risk patients among patients classified as CPH, regardless of the molecular subtype of breast cancer, and may overcome the limitations of current multigene assays.