Background: Triple-negative breast cancer (TNBC) is an aggressive form of breast cancer (BC), and it is often associated with a high tumor grade, a younger age at diagnosis, and a low survival rate. Conventional endocrine and anti-HER-2 therapies are usually ineffective against TNBC, creating treatment challenges and resulting in a poor prognosis. Hence, new targets and treatment strategies for TNBC are urgently required. Methods: The GSE102818 dataset was used to identify differentially expressed genes (DEGs) between primary BC and metastatic BC lesions. The Cancer Genome Atlas and the cBioPortal platform were employed to explore mutations in candidate genes. Utilizing the Tumor IMmune Estimation Resource (TIMER), the relationship between the expression of candidate genes and immune cell infiltration was assessed. Additionally, the cell-specific expression of the candidate genes was examined in the immune microenvironment of primary BC and metastatic BC lesions using the single-cell RNA sequencing (scRNA-seq) datasets GSE118389 and GSE202695. Finally, the protein expression of the candidate genes in clinical TNBC samples was evaluated. Results: CD8A was identified as a hub gene in the DEG network and was found to be down-regulated in metastatic BC lesions. CD8A expression was highly correlated with the infiltration of CD8{}^{+} T cells, and elevated CD8A expression was correlated with improved survival. Interestingly, scRNA-seq data revealed that CD8A was down-regulated in CD8{}^{+} T cells in the immune microenvironment of metastatic BC lesions. Finally, the evaluation of clinical samples confirmed the down-regulation of CD8A in the immune microenvironment of BC lung metastases. Conclusions: In patients with metastatic TNBC, high levels of CD8A (especially in the immune microenvironment) are associated with a good prognosis.