The clinical responses observed following treatment with immune checkpoint inhibitors (ICIs) support immunotherapy as a potential anticancer treatment. However, a large proportion of patients cannot benefit from it due to resistance or relapse, which is most likely attributable to the multiple immunosuppressive cells in the tumor microenvironment (TME). Myeloid-derived suppressor cells (MDSCs), a heterogeneous array of pathologically activated immature cells, are a chief component of immunosuppressive networks. These cells potently suppress T-cell activity and thus contribute to the immune escape of malignant tumors. New findings indicate that targeting MDSCs might be an alternative and promising target for immunotherapy, reshaping the immunosuppressive microenvironment and enhancing the efficacy of cancer immunotherapy. In this review, we focus primarily on the classification and inhibitory function of MDSCs and the crosstalk between MDSCs and other myeloid cells. We also briefly summarize the latest approaches to therapies targeting MDSCs.