Therapeutic approaches that engage immune cells to treat cancer are becoming increasingly utilized in the clinics and demonstrated durable clinical benefit in several solid tumor types. Most of the current immunotherapies focus on manipulating T cells, however, the tumor microenvironment (TME) is abundantly infiltrated by a heterogeneous population of tumor-associated myeloid cells, including tumor-associated macrophages (TAMs), tumor-associated dendritic cells (TADCs), tumor-associated neutrophils (TANs), and myeloid-derived suppressor cells (MDSCs). Educated by signals perceived in the TME, these cells often acquire tumor-promoting properties ultimately favoring disease progression. Upon appropriate stimuli, myeloid cells can exhibit cytoxic, phagocytic, and antigen-presenting activities thereby bolstering antitumor immune responses. Thus, depletion, reprogramming or reactivation of myeloid cells to either directly eradicate malignant cells or promote antitumor T-cell responses is an emerging field of interest. In this review, we briefly discuss the tumor-promoting and tumor-suppressive roles of myeloid cells in the TME, and describe potential therapeutic strategies in preclinical and clinical development that aim to target them to further expand the range of current treatment options.