Tumorigenesis is a complex and dynamic process, consisting of three stages: initiation, progression, and metastasis. Tumors are encircled by extracellular matrix (ECM) and stromal cells, and the physiological state of the tumor microenvironment (TME) is closely connected to every step of tumorigenesis. Evidence suggests that the vital components of the TME are fibroblasts and myofibroblasts, neuroendocrine cells, adipose cells, immune and inflammatory cells, the blood and lymphatic vascular networks, and ECM. This manuscript, based on the current studies of the TME, offers a more comprehensive overview of the primary functions of each component of the TME in cancer initiation, progression, and invasion. The manuscript also includes primary therapeutic targeting markers for each player, which may be helpful in treating tumors.