Multiple myeloma (MM) is a kind of hematologic malignancy. Although there are lots of therapies for MM, it is still incurable. Except for the drug-resistance, another important reason for the incurability is the immunosuppressive effect derived from interactions between tumor cells and the bone marrow microenvironment, which makes our body cannot clear resident tumor cells completely. As a vital part in the immunosuppressive microenvironment, tumor-associated myeloid cells (TAMC) play an extremely significant role in the immune escape of MM and become the reason for limiting the effectiveness of immunotherapy, furthermore, TAMC have become potential targets for the treatment of MM. This article reviews the composition and the latest progress of the mechanisms of TAMC in the immune microenvironment of MM.