Cancer progression largely depends on tumor blood vessels as well on immune cell infiltration. In various tumors, vascular cells, namely endothelial cells (ECs) and pericytes, strongly regulate leukocyte infiltration into tumors and immune cell activation, hence the immune response to cancers. Recently, a lot of compelling studies unraveled the molecular mechanisms by which tumor vascular cells regulate monocyte and tumor-associated macrophage (TAM) recruitment and phenotype, and consequently tumor progression. Reciprocally, TAMs and monocytes strongly modulate tumor blood vessel and tumor lymphatic vessel formation by exerting pro-angiogenic and lymphangiogenic effects, respectively. Finally, the interaction between monocytes/TAMs and vascular cells is also impacting several steps of the spread of cancer cells throughout the body, a process called metastasis. In this review, the impact of the bi-directional dialog between blood vascular cells and monocytes/TAMs in the regulation of tumor progression is discussed. All together, these data led to the design of combinations of anti-angiogenic and immunotherapy targeting TAMs/monocyte whose effects are briefly discussed in the last part of this review.