Myeloid cells are a key determinant of tumor progression and patient outcomes in a range of cancers and are therefore being actively pursued as targets of new immunotherapies. The recent use of high-dimensional single-cell approaches, e.g., mass cytometry and single-cell RNA-sequencing (scRNA-seq) has reinforced the predominance of myeloid cells in the tumor microenvironment and uncovered their phenotypic diversity in different cancers. The cancerous metabolic environment has emerged as a critical modulator of myeloid cell functions in anti-tumor immunity versus immune suppression and immune evasion. Here, we discuss mechanisms of immune-metabolic crosstalk in tumorigenesis, with a particular focus on the tumor-associated myeloid cell’s metabolic programs. We highlight the impact of several metabolic pathways on the pro-tumoral functions of tumor-associated macrophages and myeloid-derived suppressor cells and discuss the potential myeloid cell metabolic checkpoints for cancer immunotherapy, either as monotherapies or in combination with other immunotherapies.