During carcinogenesis, the microenvironment plays a fundamental role in tumor progression and resistance. This tumor microenvironment (TME) is characterized by being highly immunosuppressive in most cases, which makes it an important target for the development of new therapies. One of the most important groups of cells that orchestrate immunosuppression in TME is myeloid-derived suppressor cells (MDSCs), which have multiple mechanisms to suppress the immune response mediated by T lymphocytes and thus protect the tumor. In this review, we will discuss the importance of modulating MDSCs as a therapeutic target and how the use of natural products, due to their multiple mechanisms of action, can be a key alternative for modulating these cells and thus improve response to therapy in cancer patients.