Background: Primary breast cancer (BC) has shown a higher immune infiltration than the metastatic disease, justifying the optimal scenario for immunotherapy. Recently, neoadjuvant chemotherapy (NAC) combined with immune checkpoint inhibitors has demonstrated a gain in pathological complete responses (tpCR) in patients with BC. The aim of our study is to evaluate the safety, feasibility, and efficacy of the addition of dendritic cell vaccines (DCV) to NAC in HER2-negative BC patients. Methods: Thirty-nine patients with early BC received DCV together with NAC conforming the vaccinated group (VG) and compared with 44 patients as the control group (CG). All patients received anthracyclines and taxanes-based NAC (ddECx4 -> Dx4) followed by surgery +/- radiotherapy +/- hormonotherapy. Results: The tpCR rate was 28.9% in the VG and 9.09% in the CG (p = 0.03). Pathological CR in the triple negative (TN) BC were 50.0% versus 30.7% (p = 0.25), 16.6% versus 0% in luminal B (p = 0.15), and none among luminal A patients in VG versus CG, respectively. Impact of DCV was significantly higher in the programmed cell death ligand 1 (PD-L1) negative population (p < 0.001). PD-L1 expression was increased in patients with residual disease in the VG as compared with the CG (p < 0.01). No grade > 3 vaccine-related adverse events occurred. With a median follow-up of 8 years, no changes were seen in event-free survival or overall survival. Phenotypic changes post DCV in peripheral blood were observed in myeloid-derived suppressor cells (MDSC), NK, and T cells. Increase in blood cell proliferation and interferon (IFN)-gamma production was detected in 69% and 74% in the VG, respectively. Humoral response was also found. Clonality changes in TCR-beta repertoire were detected in 67% of the patients with a drop in diversity index after treatment. Conclusion: The combination of DCV plus NAC is safe and increases tpCR, with a significant benefit among PD-L1-negative tumors. DCV modify tumor milieu and perform cellular and humoral responses in peripheral blood with no impact in outcome.