Pancreatic cancer has the highest mortality rate of all major cancers, with a 5-year survival rate of about 10%. Early warning signs and symptoms of pancreatic cancer are vague or nonexistent, and most patients are diagnosed in Stage IV, when surgery is not an option for about 80%–85% of patients. For patients with inoperable pancreatic cancer, current conventional treatment modalities such as chemotherapy and radiotherapy (RT) have suboptimal efficacy. Tumor progression is closely associated with the tumor microenvironment, which includes peripheral blood vessels, bone marrow-derived inflammatory cells, fibroblasts, immune cells, signaling molecules, and extracellular matrix. Tumor cells affect the microenvironment by releasing extracellular signaling molecules, inducing peripheral immune tolerance, and promoting tumor angiogenesis. In turn, the immune cells of the tumor affect the survival and proliferation of cancer cells. Myeloid-derived suppressor cells are key cellular components in the tumor microenvironment and exert immunosuppressive functions by producing cytokines, recognizing other immune cells, and promoting tumor growth and metastasis. Myeloid-derived suppressor cells are the main regulator of the tumor immune response and a key target for tumor treatments. Since the combination of RT and immunotherapy is the main strategy for the treatment of pancreatic cancer, it is very important to understand the immune mechanisms which lead to MDSCs generation and the failure of current therapies in order to develop new target-based therapies. This review summarizes the research advances on the role of Myeloid-derived suppressor cells in the progression of pancreatic cancer and its treatment application in recent years.