Endometriosis (EMS) is a common gynecological disease characterized by the presence of endometrial tissue outside the uterus. Approximately 10% of women around the world suffer from this disease. Recent studies suggest that endometriosis has potential to transform into endometriosis-associated ovarian cancer (EAOC). Endometriosis is connected with chronic inflammation and changes in the phenotype, activity, and function of immune cells. The underlying mechanisms include quantitative and functional disturbances of neutrophils, monocytes/macrophages (MO/MA), natural killer cells (NK), and T cells. A few reports have shown that immunosuppressive cells such as regulatory T cells (Tregs) and myeloid-derived suppressor cells (MDSCs) may promote the progression of endometriosis. MDSCs are a heterogeneous population of immature myeloid cells (dendritic cells, granulocytes, and MO/MA precursors), which play an important role in the development of immunological diseases such as chronic inflammation and cancer. The presence of MDSCs in pathological conditions correlates with immunosuppression, angiogenesis, or release of growth factors and cytokines, which promote progression of these diseases. In this paper, we review the impact of MDSCs on different populations of immune cells, focusing on their immunosuppressive role in the immune system, which may be related with the pathogenesis and/or progression of endometriosis and its transformation into ovarian cancer.