Abstract Background The relationship between pyroptosis and cancer is complex. It is controversial that whether pyroptosis represses or promotes tumor development. This study aimed to explore prognostic molecular characteristics to predict the prognosis of breast cancer (BRCA) based on a comprehensive analysis of pyroptosis-related gene expression data. Methods RNA-sequcing data of BRCA were collected from The Cancer Genome Atlas (TCGA) and Gene Expression Ominibus (GEO) datasets. First, pyroptosis-related differentially expressed genes (DEGs) between normal and tumor tissues were identified from the TCGA database. Based on the DEGs, 1053 BRCA patients were divided into two clusters. Second, DEGs between the two clusters were used to construct a signature by a least absolute shrinkage and selection operator (LASSO) Cox regression model, and the GSE20685 cohort was used to validate the signature. Various statistical methods were applied to assess this gene signature. Finally, Single-sample gene set enrichment analysis (ssGSEA) was employed to compare the enrichment scores of 16 types of immune cells and 13 immune-related pathways between the low- and high-risk groups. We calculated the tumor mutational burden (TMB) of TCGA cohort and evaluated the correlations between the TMB and riskscores of the TCGA cohort. We also compared the TMB between the low- and high-risk groups. Results A total of 39 pyroptosis-related DEGs were identified from the TCGA-breast cancer dataset. A prognostic signature comprising 21 genes in the two clusters of DEGs was developed to divide patients into high-risk and low-risk groups, and its prognostic performance was excellent in two independent patient cohorts. The high-risk group generally had lower levels of immune cell infiltration and lower activity of immune pathway activity than did the low-risk group, and different risk groups revealed different proportions of immune subtypes. The TMB is higher in high-risk group compared with low-risk group. OS of low-TMB group is better than that of high-TMB group Conclusion A 21-gene signature comprising pyroptosis-related genes was constructed to assess the prognosis of breast cancer patients and its prognostic performance was excellent in two independent patient cohorts. The signature was found closely associated with the tumor immune microenvironment and the potential correlation could provide some clues for further studies. The signature was also correlated with TMB and the mechanisms are still warranted.