Glioma-associated microglia and macrophages (GAMs) and myeloid-derived suppressor cells (MDSCs) condition the glioma microenvironment to generate an immunosuppressed niche for tumour expansion. This immunosuppressive microenvironment is considered to be shaped through a complex multi-step interactive process between glioma cells, GAMs and MDSCs. Glioma cells recruit GAMs and MDSCs to the tumour site and block their maturation. Glioma cell-derived factors subsequently skew these cells towards an immunosuppressive, tumour-promoting phenotype. Finally, GAMs and MDSCs enhance immune suppression in the glioma microenvironment and promote glioma growth, invasiveness, and neovascularization. The local and distant cross-talk between glioma cells and GAMs and MDSCs is regulated by a plethora of soluble proteins and cell surface-bound factors, and possibly via extracellular vesicles and platelets. Importantly, GAMs and MDSCs have been reported to impair the efficacy of glioma therapy, in particular immunotherapeutic approaches. Therefore, advancing our understanding of the function of GAMs and MDSCs in brain tumours and targeted intervention of their immunosuppressive function may benefit the treatment of glioma.