Tumour-infiltrating lymphocytes (TILs) are considered to have prognostic and predictive value for patients with early breast cancer. We examined 1166 breast cancer patients from a prospective, multicentre cohort (Prognostic Assessment in Routine Application (PiA), n = 1270, NCT 01592825) following recommendations from the International TILs Working Group. TIL quantification was performed using predefined groups and as a continuous variable in 10% increments. The primary objective was the distribution of TILs in different breast cancer types. The second objective was the association with the recurrence-free interval (RFI) and overall survival (OS). Stromal infiltration with more than 60% TILs appeared in 2% of hormone receptor (HR)-positive and HER2-negative tumours, in 9.8% of HER2-positive tumours (any HR) and 19.4% of triple-negative breast cancers (TNBCs). Each 10% increment was associated with an improvement in the prognosis in HER2-positive samples (RFI, hazard ratio 0.773, 95% CI 0.587–1.017; OS, hazard ratio 0.700, 95% CI 0.523–0.937). When defining exploratory cut-offs for TILs, the use of a 30% threshold for the HR-positive and HER2-negative group, a 20% threshold for the HER2 group and a 60% threshold for the TNBC group appeared to be the most suitable. TILs bore prognostic value, especially in HER2-positive breast cancer. For clinical use, additional research on the components of immune infiltration might be reasonable.