Adjuvants are a critical but largely overlooked and poorly understood component included in vaccine formulations to stimulate and modulate the desired immune responses to an antigen. However, unlike in the protective infectious disease vaccines, adjuvants for cancer vaccines also need to overcome the effect of tumor-induced suppressive immune populations circulating in tumor-bearing individuals. Myeloid-derived suppressor cells (MDSC) are considered to be one of the key immunosuppressive populations that inhibit tumor-specific T cell responses in cancer patients. This review focuses on the different signals for the activation of the immune system induced by adjuvants, and the close relationship to the mechanisms of recruitment and activation of MDSC. This work explores the possibility that a cancer vaccine adjuvant may either strengthen or weaken the effect of tumor-induced MDSC, and the crucial need to address this in present and future cancer vaccines.