Window of Opportunity (WOO) studies have gain their place in current clinical and translational research in breast cancer patients. This review provides current information and future applications of this specific type of research. So far, WOO trials in breast cancer patients have demonstrated their utility in breast cancer research as: first they allow administering a treatment for a short period of time to treatment-naïve patients whose tumors have not developed mechanisms of resistance or heterogeneity because of previous therapies. Second, it brings a unique opportunity for translational research providing easy access to tumor tissue in order to evaluate antitumor effect from initial biopsy and from surgical resection specimen. They provide the perfect scenario for biomarker discovery and validation in an efficient and timely manner and valuable information about drug pharmacodynamics. Several issues need to be contemplated when designing and performing this type of trials including choice of a biological surrogate endpoint of efficacy as standard clinical activity endpoints are not feasible. Despite some limitations like the absence of information about secondary mechanisms of resistance, WOO trials represent an important support for drug development and biomarker discovery in breast cancer patients.