Tumors are closely related to chronic inflammation, during which there are various changes in inflammatory sites, such as immune cells infiltration, pro-inflammation cytokines production, and interaction between immune cells and tissue cells. Besides, substances, released from both tissue cells attacked by exogenous etiologies, also act on local cells. These changes induce a dynamic and complex microenvironment favorable for tumor growth, invasion, and metastasis. The toll-like receptor 4 (TLR4) is the first identified member of the toll-like receptor family that can recognize pathogen-associated molecular patterns (PAMPs) and damage-associated molecular pattern (DAMPs). TLR4 expresses not only on immune cells but also on tumor cells. Accumulating evidences demonstrated that the activation of TLR4 in tumor microenvironment can not only boost the anti-tumor immunity but also give rise to immune surveillance and tumor progression. This review will summarize the expression and function of TLR4 on dendritic cells (DCs), tumor-associated macrophages (TAMs), T cells, myeloid-derived suppressor cells (MDSCs), tumor cells as well as stromal cells in tumor microenvironment. Validation of the multiple role of TLR4 in tumors could primarily pave the road for the development of anti-tumor immunotherapy.