Cancer cells possess a high metabolic demand for their rapid proliferation, survival, and progression and thus create an acidic and hypoxic tumor microenvironment (TME) deprived of nutrients. Moreover, acidity within the TME is the central regulator of tumor immunity that influences the metabolism of the immune cells and orchestrates the local and systemic immunity, thus, the TME has a major impact on tumor progression and resistance to anti-cancer therapy. Specifically, myeloid cells, which include myeloid-derived suppressor cells (MDSC), dendritic cells, and tumor-associated macrophages (TAMs), often reprogram their energy metabolism, resulting in stimulating the angiogenesis and immunosuppression of tumors. This review summarizes the recent findings of glucose, amino acids, and fatty acid metabolism changes of the tumor-associated macrophages (TAMs), and how the altered metabolism shapes the TME and anti-tumor immunity. Multiple proton pumps/transporters are involved in maintaining the alkaline intracellular pH which is necessary for the glycolytic metabolism of the myeloid cells and acidic TME. We highlighted the roles of these proteins in modulating the cellular metabolism of TAMs and their potential as therapeutic targets for improving immune checkpoint therapy.