Multiple myeloma is an uncurable hematological malignancy because of obtained drug resistance. Microenvironment and clonal evolution induce myeloma cells to develop de novo and acquired drug resistance, respectively. Cell adhesion-mediated drug resistance, which is induced by the interaction between myeloma and bone marrow stromal cells, and soluble factor-mediated drug resistance, which is induced by cytokines and growth factors, are two types of de novo drug resistance. The microenvironment, including conditions such as hypoxia, vascular and endosteal niches, contributes toward de novo drug resistance. Clonal evolution was associated with acquired drug resistance and classified as branching, linear, and neutral evolutions. The branching evolution is dependent on the microenvironment and escape of immunological surveillance while the linear and neutral evolution is independent of the microenvironment and associated with aggressive recurrence and poor prognosis. Proteasome inhibitors (PIs), immunomodulatory drugs (IMiDs), monoclonal antibody agents (MoAbs), and autologous stem cell transplantation (ASCT) have improved prognosis of myeloma via improvement of the microenvironment. The initial treatment plays the most important role considering de novo and acquired drug resistance and should contain PIs, IMIDs, MoAb and ASCT. This review summarizes the role of anti-myeloma agents for microenvironment and clonal evolution and treatment strategies to overcome drug resistance.