Myeloid-derived suppressor cells (MDSCs) constitute a vast population of immature myeloid cells implicated in various conditions. Most notably, their role in cancer is of great complexity. They exert immunosuppressive functions like hampering cancer immunity mediated by T lymphocytes and natural killer cells, while simultaneously they can recruit T regulatory cells to further promote immunosuppression, thus shielding tumor cells against the immune defenses. In addition, they were shown to support tumor invasion and metastasis by inducing vascularization. Yet again, in order to exert their angiogenic activities, they do have at their disposal a variety of occasionally overlapping mechanisms, mainly driven by VEGF/JAK/STAT signaling. In this concept, they have risen to be a rather attractive target for therapies, including depletion or maturation, so as to overcome cancer immunity and suppress angiogenic activity. Even though, many studies have been conducted to better understand these cells, there is much to be done yet. This article hopes to shed some light on the paradoxal complexity of these cells, while elucidating some of the key features of MDSCs in relation to immunosuppression and, most importantly, to the vascularization processes, along with current therapeutic options in cancer, in relation to MDSC depletion.