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Luminal breast cancer (BC) accounts for a large proportion of patients in BC, with high heterogeneity. Determining the precise subtype and optimal selection of treatment options for luminal BC is a challenge. In this study, we proposed an MSBR framework that integrate DNA methylation profiles and transcriptomes to identify immune subgroups of luminal BC. MSBR was implemented both on a key module scoring algorithm and “Boruta” feature selection method by DNA methylation. Luminal A was divided into two subgroups and luminal B was divided into three subgroups using the MSBR. Furthermore, these subgroups were defined as different immune subgroups in luminal A and B respectively. The subgroups showed significant differences in DNA methylation levels, immune microenvironment (immune cell infiltration, immune checkpoint PD1/PD-L1 expression, immune cell cracking activity (CYT)) and pathology features (texture, eccentricity, intensity and tumor-infiltrating lymphocytes (TILs)). The results also showed that there is a subgroup in both luminal A and B that has the benefit from immunotherapy. This study proposed a classification of luminal BC from the perspective of epigenetics and immune characteristics, which provided individualized treatment decisions.