Myeloid-derived suppressor cells (MDSCs) constitute an important component in regulating immune responses in cancer. Long non-coding RNAs (lncRNAs) are untranslated functional RNA molecules. There is growing evidence that lncRNAs are involved in modulating transcriptional factors to become complex regulatory networks that regulate the immune function and activity of MDSCs in the immunosuppressive tumor microenvironment. This review focuses on the emerging role of lncRNAs in MDSCs activity. We summarize how lncRNAs modulate the differentiation, expansion, and immunosuppressive functions of MDSCs and the underlying mechanisms. It is hoped that lncRNAs targeting may prevent the growth and development of MDSCs in the immunosuppressive tumor microenvironment.