The tumor microenvironment plays a pillar role in the progression and the distance dissemination of cancer cells in the main malignancies affecting women—epithelial ovarian cancer, endometrial cancer and cervical cancer. Their milieu acquires specific properties thanks to intense crosstalk between stromal and cancer cells, leading to a vicious circle. Fibroblasts, pericytes, lymphocytes and tumor associated-macrophages orchestrate most of the biological pathways. In epithelial ovarian cancer, high rates of activated pericytes determine a poorer prognosis, defining a common signature promoting ovarian cancer proliferation, local invasion and distant spread. Mesenchymal cells also release chemokines and cytokines under hormonal influence, such as estrogens that drive most of the endometrial cancers. Interestingly, the architecture of the cervical cancer milieu is shaped by the synergy of high-risk Human Papilloma Virus oncoproteins and the activity of stromal estrogen receptor α. Lymphocytes represent a shield against cancer cells but some cell subpopulation could lead to immunosuppression, tumor growth and dissemination. Cytotoxic tumor infiltrating lymphocytes can be eluded by over-adapted cancer cells in a scenario of immune-tolerance driven by T-regulatory cells. Therefore, the tumor microenvironment has a high translational potential offering many targets for biological and immunological therapies.