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Objective: The aim of this study was to identify hub genes associated with immune cell infiltration in breast cancer through bioinformatic analyses of multiple datasets. Methods: Nonparametric (NOISeq) and robust rank aggregation-ranked parametric (EdgeR) methods were used to assess robust differentially expressed genes across multiple datasets. Protein-protein interaction network, GO, KEGG enrichment, and sub-network analyses were performed to identify immune-associated hub genes in breast cancer. Immune cell infiltration was evaluated with the CIBERSORT, XCELL, and TIMER methods. The association between the hub gene-based risk signature and survival was determined through Kaplan–Meier survival analysis, multivariate Cox analysis, and a nomogram with external verification. Results: We identified 163 robust differentially expressed genes in breast cancer through applying both nonparametric and parametric methods to multiple GEO (n = 2,212) and TCGA (n = 1,045) datasets. Integrated bioinformatic analyses further identified 10 hub genes: CXCL10, CXCL9, CXCL11, SPP1, POSTN, MMP9, DPT, COL1A1, ADAMDEC1, and RGS1. The 10 hub-gene-based risk signature significantly correlated with the prognosis of patients with breast cancer. Moreover, these hub genes were strongly associated with the extent of infiltration of CD4+ T cells, CD8+ T cells, neutrophils, macrophages, and myeloid dendritic cells into breast tumors. Conclusions: Integrated analyses of multiple databases led to the discovery of 10 robust hub genes that together may serve as a risk factor characteristic of the immune microenvironment in breast cancer.