Myeloid-derived suppressor cells (MDSCs) impair protective anti-tumor immunity and remain major obstacles that stymie the effectiveness of promising cancer therapies. Diverse tumor-derived stressors galvanize the differentiation, intra-tumoral expansion, and immunomodulatory function of MDSCs. These tumor-associated 'axes of stress' underwrite the immunosuppressive programming of MDSCs in cancer and contribute to the phenotypic/functional heterogeneity that characterize tumor-MDSCs. This review discusses various tumor-associated axes of stress that direct MDSC development, accumulation, and immunosuppressive function, as well as current strategies aimed at overcoming the detrimental impact of MDSCs in cancer. To better understand the constellation of signals directing MDSC biology, we herein summarize the pivotal roles, signaling mediators, and effects of reactive oxygen/nitrogen species-related stress, chronic inflammatory stress, hypoxia-linked stress, endoplasmic reticulum stress, metabolic stress, and therapy-associated stress on MDSCs. Although therapeutic targeting of these processes remains mostly pre-clinical, intercepting signaling through the axes of stress could overcome MDSC-related immune suppression in tumor-bearing hosts.