The accrual of myeloid-derived suppressor cells (MDSCs) represents a major obstacle to effective immunotherapy in cancer patients, but the mechanisms underlying this process in the human setting remain elusive. Here, we describe a set of microRNAs (miR-146a, miR-155, miR-125b, miR-100, let-7e, miR-125a, miR-146b, miR-99b) that are associated with MDSCs and resistance to treatment with immune checkpoint inhibitors in melanoma patients. The miRs were identified by transcriptional analyses as being responsible for the conversion of monocytes into MDSCs (CD14+HLA-DRneg cells) mediated by melanoma extracellular vesicles (EVs) and were shown to recreate MDSC features upon transfection. In melanoma patients, these miRs were increased in circulating CD14+ monocytes, plasma, and tumor samples, where they correlated with the myeloid cell infiltrate. In plasma, their baseline levels clustered with the clinical efficacy of CTLA-4 or programmed cell death protein 1 (PD-1) blockade. Hence, MDSC-related miRs represent an indicator of MDSC activity in cancer patients and a potential blood marker of a poor immunotherapy outcome.