The myelodysplastic syndromes, the chronic myeloproliferative neoplasms, and the acute myeloid leukemia are malignancies of the myeloid hematopoietic stem cells of the bone marrow. The diseases are characterized by a dysregulation of the immune system as both the cytokine milieu, immune phenotype, immune regulation, and expression of genes related to immune cell functions are deregulated. Several treatment strategies try to circumvent this deregulation, and several clinical and preclinical trials have shown promising results, albeit not in the same scale as chimeric antigen receptor T cells have had in the treatment of refractory lymphoid malignancies. The use of immune checkpoint blocking antibodies especially in combination with hypomethylating agents has had some success-a success that will likely be enhanced by therapeutic cancer vaccination with tumor-specific antigens. In the chronic myeloproliferative neoplasms, the recent identification of immune responses against the Januskinase-2 and calreticulin exon 9 driver mutations could also be used in the vaccination setting to enhance the anti-tumor immune response. This immune response could probably be enhanced by the concurrent use of immune checkpoint inhibitors or by vaccination with epitopes from immune regulatory proteins such as arginase-1 and programmed death ligand-1. Herein, we provide an overview of current cancer immune therapeutic treatment strategies as well as potential future cancer immune therapeutic treatment options for the myeloid malignancies.