Breast cancer (BC) patients experience increased stress with elevated cortisol levels, increasing risk of cancer recurrence. Cortisol binds to a cytoplasmic receptor, glucocorticoid receptor (GR) encoded by GR gene (NR3C1). We hypothesized that not only cancer cells, but even immune cells in the tumor microenvironment (TME) may contribute to GR expression in bulk tumor and influence prognosis. To test this, mRNA expression data was accessed from METABRIC and TCGA. “High” and “low” expression was based on highest and lowest quartiles of NR3C1 gene expression, respectively. Single-cell sequencing data were obtained from GSE75688 and GSE114725 cohorts. Computer algorithms CIBERSORT, Gene Set Enrichment Analysis and TIMER were used. GR-high BC has better median disease-free and disease-specific survival. Single cell sequencing data showed higher GR expression on immune cells compared to cancer and stromal cells. Positive correlation between GR-high BC and CD8+ T-cells was noted. In GR-high tumors, higher cytolytic activity (CYT) with decreased T-regulatory and T-follicular helper cells was observed. High GR expression was associated with lower proliferation index Ki67, enriched in IL-2_STAT5, apoptosis, KRAS, TGF-β signaling, and epithelial-to-mesenchymal transition. Immune cells significantly contribute to GR expression of bulk BC. GR-high BC has a favorable TME with higher CYT with favorable outcomes.