Diffuse large B-cell lymphoma (DLBCL) is the most common non-Hodgkin lymphoma (NHL), accounting for about 40% of all cases of NHL. Analysis of the tumor microenvironment is an important aspect of the assessment of the progression of DLBCL. In this review article, we analyzed the role of different cellular components of the tumor microenvironment, including mast cells, macrophages, and lymphocytes, in the tumor progression of DLBCL. We examined several approaches to confront the available pieces of evidence, whereby three key points emerged. DLBCL is a disease of malignant B cells spreading and accumulating both at nodal and at extranodal sites. In patients with both nodal and extranodal lesions, the subsequent induction of a cancer-friendly environment appears pivotal. The DLBCL cell interaction with mature stromal cells and vessels confers tumor protection and inhibition of immune response while delivering nutrients and oxygen supply. Single cells may also reside and survive in protected niches in the nodal and extranodal sites as a source for residual disease and relapse. This review aims to molecularly and functionally recapitulate the DLBCL–milieu crosstalk, to relate niche and pathological angiogenic constitution and interaction factors to DLBCL progression.