Experimental autoimmune encephalomyelitis (EAE) is an animal model of central nervous system (CNS) autoimmunity. It is most commonly used to mimic aspects of multiple sclerosis (MS), a demyelinating disorder of the human brain and spinal cord. The innate immune response displays one of the core pathophysiological features linked to both the acute and chronic stages of MS. Hence, understanding and targeting the innate immune response is essential. Microglia and other CNS resident MUs, as well as infiltrating myeloid cells, diverge substantially in terms of both their biology and their roles in EAE. Recent advances in the field show that antigen presentation, as well as disease‐propagating and regulatory interactions with lymphocytes, can be attributed to specific myeloid cell types and cell states in EAE lesions, following a distinct temporal pattern during disease initiation, propagation and recovery. Furthermore, single‐cell techniques enable the assessment of characteristic proinflammatory as well as beneficial cell states, and identification of potential treatment targets. Here, we discuss the principles of EAE induction and protocols for varying experimental paradigms, the composition of the myeloid compartment of the CNS during health and disease, and systematically review effects on myeloid cells for therapeutic approaches in EAE.