Evidence exists for an immunomodulatory effect of endocrine therapy in hormone receptor-positive (HR+ve) breast cancer (BC). Therefore, the aim of this study was to define the prognostic and predictive value of tumor immune markers and the tumor immune profile in HR+ve BC, treated with different endocrine treatment regimens. 2,596 Dutch TEAM patients were treated with 5 years of adjuvant hormonal treatment, randomly assigned to different regimens: 5 years of exemestane or sequential treatment (2.5 years of tamoxifen–2.5 years of exemestane). Immunohistochemistry was performed for HLA class I, HLA-E, HLA-G, and FoxP3. Tumor immune subtypes (IS) (low, intermediate & high immune susceptible) were determined by the effect size of mono-immune markers on relapse rate. Patients on sequential treatment with high level of tumor-infiltrating FoxP3+ cells had significant (p = 0.019, HR 0.729, 95 % CI 0.560–0.949) better OS. Significant interaction for endocrine treatment and FoxP3+ presence was seen (OS p < 0.001). Tumor IS were only of prognostic value for the sequentially endocrine-treated patients (RFP: p = 0.035, HR intermediate IS 1.420, 95 % CI 0.878–2.297; HR low IS 1.657, 95 % CI 1.131–2.428; BCSS: p = 0.002, HR intermediate IS 2.486, 95 % CI 1.375–4.495; HR low IS 2.422, 95 % CI 1.439–4.076; and OS: p = 0.005, HR intermediate IS 1.509, 95 % CI 0.950–2.395; HR low IS 1.848, 95 % CI 1.277–2.675). Tregs and the tumor IS presented in this study harbor prognostic value for sequentially endocrine-treated HR+ve postmenopausal BC patients, but not for solely exemestane-treated patients. Therefore, these markers could be used as a clinical risk stratification tool to guide adjuvant treatment in this BC population.