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<b>Background:</b> Monoclonal antibodies against PD-1 or PD-L1 have been established in clinical practice for the treatment of both early and advanced/metastatic triple-negative breast cancer. Beyond the established immune checkpoints (ICPs) (PD-1 and CTLA-4), additional ICPs, such as lymphocyte activation gene-3 (LAG-3), are subject of current research. In the present retrospective gene-expression analysis, we evaluated the prognostic significance of LAG-3 in 461 patients with early breast cancer. In addition, we examined whether there was a correlation between the different ICP and CD8 expressions. <b>Methods:</b> Using microarray-based gene-expression analysis, we examined the prognostic significance of LAG-3 mRNA expression for metastasis-free survival (MFS) in the whole cohort of 461 breast cancer patients and among different molecular subtypes. Correlations were analyzed using Spearman’s rho correlation coefficient. <b>Results:</b> In the whole cohort, LAG-3 expression had no significant impact on MFS (<i>p</i> = 0.712, log-rank). In the subgroup analyses, there was a trend that a higher LAG-3 expression was associated with a favorable outcome in the luminal B (<i>p</i> = 0.217), basal-like (<i>p</i> = 0.370) and HER2 (<i>p</i> = 0.089) subtypes, although significance was not reached. In contrast, in a multivariate Cox regression analysis, adjusted for age, tumor size, axillary nodal status, histological grade of differentiation and proliferation marker Ki-67, LAG-3 showed a significant influence on MFS (HR 0.574; 95% CI 0.369–0.894; <i>p</i> = 0.014). High LAG-3 significantly correlated with CD8 (ρ = 0.571; <i>p</i> < 0.001). <b>Conclusions:</b> LAG-3 expression had an independent impact on MFS. In addition to PD-1 and PD-L1, further immune checkpoints, such as LAG-3, could serve as therapeutic targets in breast cancer.