Tumor-associated myeloid cells, including macrophages and myeloid-derived suppressor cells, can be highly prevalent in solid tumors and play a significant role in the development of the tumor. Therefore, myeloid cells are being considered potential targets for cancer immunotherapies. In this review, we focused on strategies aimed at targeting tumor-associated macrophages (TAMs). Most strategies were studied preclinically but we also included a limited number of clinical studies based on these strategies. We describe possible underlying mechanisms and discuss future challenges and prospects.