Systemic and local chronic inflammation might enhance the risk of pancreatic ductal adenocarcinoma (PDAC), and PDAC-associated inflammatory infiltrate in the tumor microenvironment concurs in enhancing tumor growth and metastasis. Inflammation is closely correlated with immunity, the same immune cell populations contributing to both inflammation and immune response. In the PDAC microenvironment, the inflammatory cell infiltrate is unbalanced towards an immunosuppressive phenotype, with a prevalence of myeloid derived suppressor cells (MDSC), M2 polarized macrophages, and Treg, over M1 macrophages, dendritic cells, and effector CD4+ and CD8+ T lymphocytes. The dynamic and continuously evolving cross-talk between inflammatory and cancer cells might be direct and contact-dependent, but it is mainly mediated by soluble and exosomes-carried cytokines. Among these, tumor necrosis factor alpha (TNFα) plays a relevant role in enhancing cancer risk, cancer growth, and cancer-associated cachexia. In this review, we describe the inflammatory cell types, the cytokines, and the mechanisms underlying PDAC risk, growth, and progression, with particular attention on TNFα, also in the light of the potential risks or benefits associated with anti-TNFα treatments.