Tumor-associated myeloid cells (TAMCs) are among the most important immune cell populations in the tumor microenvironment, and play a significant role on the efficacy of immune checkpoint blockade. Understanding the origin of TAMCs was found to be the essential to determining their functional heterogeneity and, developing cancer immunotherapy strategies. While myeloid-biased differentiation in the bone marrow has been traditionally considered as the primary source of TAMCs, the abnormal differentiation of splenic hematopoietic stem and progenitor cells, erythroid progenitor cells, and B precursor cells in the spleen, as well as embryo-derived TAMCs, have been depicted as important origins of TAMCs. This review article provides an overview of the literature with a focus on the recent research progress evaluating the heterogeneity of TAMCs origins. Moreover, this review summarizes the major therapeutic strategies targeting TAMCs with heterogeneous sources, shedding light on their implications for cancer antitumor immunotherapies.