The hypothalamic-pituitary (HP) unit can produce various hormones to regulate immune responses, and some of its downstream hormones or effectors are elevated in cancer patients. We show that the HP unit can promote myelopoiesis and immunosuppression to accelerate tumor growth. Subcutaneous implantation of tumors induced hypothalamus activation and pituitary α-melanocyte-stimulating hormone (α-MSH) production in mice. α-MSH acted on bone marrow progenitors to promote myelopoiesis, myeloid cell accumulation, immunosuppression, and tumor growth through its melanocortin receptor MC5R. MC5R peptide antagonist boosted antitumor immunity and anti-programmed cell death protein 1 (anti-PD-1) immunotherapy. Serum α-MSH concentration was elevated and correlated with circulating myeloid-derived suppressor cells in cancer patients. Our results reveal a neuroendocrine pathway that suppresses tumor immunity and suggest MC5R as a potential target for cancer immunotherapy.