Myeloid cells are vital components of the immune system and have pivotal functions in orchestrating immune responses. Understanding their functions within the tumor microenvironment and their interactions with tumor-infiltrating lymphocytes presents formidable challenges across diverse cancer types, particularly with regards to cancer immunotherapies. Here, we explore tumor-infiltrating myeloid cells (TIMs) by conducting a pan-cancer analysis using single-cell transcriptomics across eight distinct cancer types, encompassing a total of 192 tumor samples from 129 patients. By examining gene expression patterns and transcriptional activities of TIMs in different cancer types, we discern notable alterations in abundance of TIMs and kinetic behaviors prior to and following immunotherapy. We also identify specific cell-cell interaction targets in immunotherapy; unique and shared regulatory profiles critical for treatment response; and TIMs associated with survival outcomes. Overall, our study illuminates the heterogeneity of TIMs and improves our understanding of tissue-specific and cancer-specific myeloid subsets within the context of tumor immunotherapies. Myeloid cells show variability in different tumour types and treatment outcomes. Here the authors use a single cell sequencing approach to characterise the myeloid cell population before and after checkpoint therapy in eight distinct tumour types and identify cell populations and interactions associated with tumour immunotherapy.