Immune-checkpoint blockade (ICB) demonstrated inspiring effect and great promise in anti-cancer therapy. However, many obstacles, such as drug resistance and difficulty in patient selection, limited the efficacy of ICB therapy and awaited to be overcome. By timely identification and intervention of the key immune-suppressive promotors in the tumor microenvironment (TME), we may better understand the mechanisms of cancer immune-escape and use novel strategies to enhance the therapeutic effect of ICB. Myeloid-derived suppressor cell (MDSC) is recognized as a major immune suppressor in the TME. In this review, we summarized the roles MDSC played in the cancer context, focusing on its negative biologic functions in ICB therapy, discussed the strategies targeted on MDSC to optimize the diagnosis and therapy process of ICB and improve the efficacy of ICB therapy against malignancies.