Tumor-associated innate immune cells such as tumor-associated macrophages, neutrophils, dendritic cells play a crucial role in tumor progression, angiogenesis and metastasis. These cells also control the efficacy of chemotherapy and immunotherapy by inducing drug resistance and immunosuppression, leading to therapeutic failures. Therefore, targeting the tumor-associated innate immune cells has gained high attention for the development of effective cancer therapy. Nanomedicine based strategies to target these cells are highly relevant and can be used to reprogram these cells. In this review, we discuss the fundamental roles of the tumor-associated innate immune cells in the tumor microenvironment and different strategies to modulate them. Then, nanomedicine-based strategies to target different tumor innate immune cells are explained in detail. While the clinical development of the targeted nanomedicine remains a great challenge in practice, we have provided our perspectives on various factors such as pharmaceutical aspects, preclinical testing and biological aspects which are crucial to consider before translating these targeting strategies to clinics.