Cancer-induced immune responses affect tumour progression and therapeutic response. In multiple murine models and clinical datasets, we identified large variations of neutrophils and macrophages that define 'immune subtypes' of triple-negative breast cancer (TNBC), including neutrophil-enriched (NES) and macrophage-enriched subtypes (MES). Different tumour-intrinsic pathways and mutual regulation between macrophages (or monocytes) and neutrophils contribute to the development of a dichotomous myeloid compartment. MES contains predominantly macrophages that are CCR2-dependent and exhibit variable responses to immune checkpoint blockade (ICB). NES exhibits systemic and local accumulation of immunosuppressive neutrophils (or granulocytic myeloid-derived suppressor cells), is resistant to ICB, and contains a minority of macrophages that seem to be unaffected by CCR2 knockout. A MES-to-NES conversion mediated acquired ICB resistance of initially sensitive MES models. Our results demonstrate diverse myeloid cell frequencies, functionality and potential roles in immunotherapies, and highlight the need to better understand the inter-patient heterogeneity of the myeloid compartment.