Myeloid-derived suppressor cells (MDSCs) accumulated in tumor sites promote immune evasion. We found that TNFR deficiency-induced rejection of transplanted tumor was accompanied with markedly decreased accumulation of MDSCs. However, the mechanism(s) behind this phenomenon is not completely understood. Here, we demonstrated that TNFR deficiency did not affect the amount of MDSCs in bone marrow (BM), but decreased accumulation of Gr-1+CD11b+ MDSCs in the spleen and tumor tissues. The chemotaxis of Tnfr−/− MDSCs was prominently decreased in response to both tumor cell culture supernatants and tumor tissue homogenates from Tnfr−/− and wild-type mice, indicating an effect of TNFR signaling on chemokine receptor expression in MDSCs. We used real-time PCR to detect gene expression for several chemokine receptors in MDSCs from BM and found that CXCR4 was the most affected molecule at the transcriptional level in Tnfr−/− MDSCs. Neutralizing CXCR4 in wild-type MDSCs by a specific antibody blocked their chemotactic migration. Interestingly, it was tmTNF-α, but not sTNF-α, that induced CXCR4 expression in MDSCs. This effect of tmTNF-α was totally blocked in TNFR2−/− but not in TNFR1−/− MDSCs, and partially inhibited by PDTC or SB203580, an inhibitor of NF-κB or p38 MAPK pathway, respectively. Adoptive transfer of wild-type MDSCs restored MDSCs accumulation in tumors of Tnfr−/− mice, but this could be partially blocked by treatment with a CXCR4 inhibitor AMD3100. Our data suggest that tmTNF-α upregulates CXCR4 expression that promotes chemotaxis of MDSCs to tumor, and give a new insight into a novel mechanism by which tmTNF-α facilitates tumor immune evasion.