Discussions of multiple sclerosis (MS) pathophysiology tend to focus on T cells and B cells of the adaptive immune response. The innate immune system is less commonly considered in this context, although dendritic cells, monocytes, macrophages and microglia — collectively referred to as myeloid cells — have prominent roles in MS pathogenesis. These populations of myeloid cells function as antigen-presenting cells and effector cells in neuroinflammation. Furthermore, a vicious cycle of interactions between T cells and myeloid cells exacerbates pathology. Several disease-modifying therapies are now available to treat MS, and insights into their mechanisms of action have largely focused on the adaptive immune system, but these therapies also have important effects on myeloid cells. In this Review, we discuss the evidence for the roles of myeloid cells in MS and the experimental autoimmune encephalomyelitis model of MS, and consider how interactions between myeloid cells and T cells and/or B cells promote MS pathology. Finally, we discuss the direct and indirect effects of existing MS medications on myeloid cells.