Peripheral blood CD8+ T lymphocytes play a crucial role in cell-mediated immunity and tumor-related immune responses in breast cancer. In this study, label-free quantification analysis and gene set enrichment analysis (GSEA) of CD8+ T lymphocytes in the peripheral blood of benign patients and patients with different breast cancer (BC) subtypes, i.e., luminal A, luminal B, and triple-negative breast cancer (TNBC), were performed using nano-UHPLC and Orbitrap mass spectrometry. Differential protein expression in CD8+ T lymphocytes revealed significant downregulation (log2 FC ≥ 0.38 or ≤-0.38, adj. p < 0.05), particularly in proteins involved in cytotoxicity, cytolysis, and proteolysis, such as granzymes (GZMs) and perforin 1 (PRF1). This downregulation was observed in the benign group (GZMH, GZMM, and PRF1) and luminal B (GZMA, GZMH) subtypes, whereas granzyme K (GZMK) was upregulated in TNBC in comparison to healthy controls. The RNA degradation pathway was significantly downregulated (p < 0.05, normalized enrichment score (NES) from -1.47 to -1.80) across all BC subtypes, suggesting a potential mechanism for regulating gene expression during T cell activation. Also, the Sm-like proteins (LSM2, LSM3, and LSM5) were significantly downregulated in the RNA degradation pathway. Proteomic analysis of CD8+ T lymphocytes in peripheral blood across different breast cancer subtypes provides a comprehensive view of the molecular mechanisms of the systemic immune response that can significantly contribute to advancements in the diagnosis, treatment, and prognosis of this disease.