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The progression of breast cancer is intricately linked to the dynamic crosstalk between tumor cells and stromal cells. Within this complex interplay, Cancer-Associated Adipocytes (CAAs) have emerged as pivotal stromal components driving breast cancer malignancy by establishing a unique “adipose-immune” interface—one that integrates adipose-derived metabolic cues with immune cell dynamics to create a niche that accelerates tumor invasion, angiogenesis, and treatment resistance. This review systematically analyzes the roles of CAAs in breast cancer pathogenesis, focusing on how CAAs regulate the Tumor Immune Microenvironment (TIME) and the Adipose Tissue Microenvironment (ATME) individually and how they influence therapeutic responses through their interplay. A particular emphasis is placed on the functional heterogeneity of CAAs across different breast cancer subtypes and metabolic contexts, and its implications for shaping immunosuppressive niches and immunotherapy resistance. Specific mechanisms include: reshaping adipokine and inflammatory cytokine profiles to foster a pro-tumorigenic secretory landscape; inducing metabolic reprogramming in tumor cells to sustain aggressive growth; mediating intercellular signaling via exosomes to propagate malignant traits; altering immune cell functional states to shift toward an immunosuppressive phenotype; and promoting the establishment of immune escape pathways. Based on these mechanisms, the review synthesizes CAA-targeted therapeutic strategies for breast cancer, including: disrupting key adipokine-mediated signaling cascades to interrupt tumor-stroma communication, modulating CAA-secreted factors to reorient immune cell activities toward anti-tumor functions, and rewiring lipid metabolic pathways in the TIME to enhance therapeutic sensitivity. In-depth dissection of CAA functional networks is crucial for elucidating their pathogenic significance in breast cancer and fueling precision immunotherapy innovation, as such insights may open avenues for rebalancing TIME immune interactions and boosting immunotherapeutic efficacy.