Background. Pyroptosis is a type of cell death that plays an important role in predicting prognosis and immunoregulation in cancers. However, the pyroptosis-related gene signature for prognosis and immune infiltration prediction has not been studied in breast cancer (BC). Methods. The Gene Expression Omnibus (GEO) and Cancer Genome Atlas (TCGA) databases were used to obtain the expression and clinical data of genes. 52 pyroptosis-related genes were obtained from TCGA-BC and estimated differentially expressed genes by the limma program. To categorize the molecular subtypes of pyroptosis-related genes, the ConsensusClusterPlus tool was utilized. Cox and Lasso regression analyses were used to create a signature. TCGA-BC dataset as the training set and the GSE37751 test set for risk research. Gene set enrichment analysis (GSEA) was used to conduct KEGG and GO studies of subtype groups. We also used the ssGSEA approach in the GSVA package to calculate the risk score of immune cells. Finally, pyroptosis-related genes in BC were validated using qPCR and immunohistochemical assays. Clone formation and EDU assays were used to explore the ability of signature genes to regulate the proliferation of BC cells. Results. Based on pyroptosis-related genes, the C1 and C2 subtypes were obtained. Survival analysis results showed that the C2 group had a better prognosis. Then, a three-gene signature (APOBEC3D, TNFRSF14, and RAC2) were created by Lasso regression analysis, which had a good prediction effect in the TCGA-BC and GSE37751 datasets. Our nomogram has a fair degree of accuracy in predicting the survival rates of BC patients. The pyroptosis-related signature has a good predictive effect in evaluating the tumour microenvironment score, 28 types of immune cells and response to immune checkpoint therapy. Finally, qPCR and immunohistochemistry staining results indicated that APOBEC3D, TNFRSF14, and RAC2 expression in BC tissues was low. The results of clone formation and EdU assays showed that high expression of signature genes inhibited the proliferation ability of BC cells. Conclusions. Based on pyroptosis-related genes (APOBEC3D, TNFRSF14, and RAC2), we built a novel prognostic molecular model for BC that might be used to assess prognostic risk and immune infiltration in BC patients. These signature genes are also tumor suppressor genes and may serve as potential targets for BC.