Immune cells in the tumor micro-environment (TME) establish a complex relationship with cancer cells and may strongly influence disease progression and response to therapy. It is well established that myeloid cells infiltrating tumor tissues favor cancer progression. Tumor-Associated Macrophages (TAMs) are abundantly present at the TME and actively promote cancer cell proliferation and distant spreading, as well as contribute to an immune-suppressive milieu. Active research of the last decade has provided novel therapeutic approaches aimed at depleting TAMs and/or at reprogramming their functional activities. We reported some years ago that the registered anti-tumor agent trabectedin and its analogue lurbinectedin have numerous mechanisms of action that also involve direct effects on immune cells, opening up new interesting points of view. Trabectedin and lurbinectedin share the unique feature of being able to simultaneously kill cancer cells and to affect several features of the TME, most notably by inducing the rapid and selective apoptosis of monocytes and macrophages, and by inhibiting the transcription of several inflammatory mediators. Furthermore, depletion of TAMs alleviates the immunosuppressive milieu and rescues T cell functional activities, thus enhancing the anti-tumor response to immunotherapy with checkpoint inhibitors. In view of the growing interest in tumor-infiltrating immune cells, the availability of antineoplastic compounds showing immunomodulatory effects on innate and adaptive immunity deserves particular attention in the oncology field.