The dynamic interplay between cancer and host immune system often affects the process of myelopoiesis. As a consequence, tumor‐derived factors sustain the accumulation and functional differentiation of myeloid cells, including myeloid‐derived suppressor cells (MDSCs), which can interfere with T cell–mediated responses. Since both the phenotype and mechanisms of action of MDSCs appear to be tumor‐dependent, it is important not only to determine the presence of all MDSC subsets in each cancer patient, but also which MDSC subsets have clinical relevance in each tumor environment. In this review, we describe the differences between MDSC populations expanded within different tumor contexts and evaluate the prognostic significance of MDSC expansion in peripheral blood and within tumor masses of neoplastic patients.