Myeloid‐derived suppressor cells (MDSCs) are a heterogeneous population of cells that are defined by their myeloid origin, immature state, and ability to potently suppress T‐cell responses. They regulate immune responses and the population significantly increases in the tumor microenvironment of patients with glioma and other malignant tumors. For their study, MDSCs are usually isolated from the spleen or directly of tumors from a large number of tumor‐bearing mice although promising ex vivo differentiated MDSC production systems have been recently developed. During the last years, proteomics has emerged as a powerful approach to analyze MDSCs proteomes using shotgun‐based mass spectrometry (MS), providing functional information about cellular homeostasis and metabolic state at a global level. Here, we will revise recent proteome profiling studies performed in MDSCs from different origins. Moreover, we will perform an integrative functional analysis of the protein compilation derived from these large‐scale proteomic studies in order to obtain a comprehensive view of MDSCs biology. Finally, we will also discuss the potential application of high‐throughput proteomic approaches to study global proteome dynamics and post‐translational modifications (PTMs) during the differentiation process of MDSCs that will greatly boost the identification of novel MDSC‐specific therapeutic targets to apply in cancer immunotherapy.