Simple Summary Macrophages exert a dual role in tumor progression. Macrophage-centered immunotherapies, including immune checkpoints (ICs) stimulation and inhibition, have demonstrated promising clinical perspectives. However, due to immune or metastatic heterogeneity, different cancer patients respond differently to these immunotherapies. Therefore, it is necessary for researchers to further discover and understand novel ICs on macrophages in the tumor microenvironment to design personalized immunomodulatory therapies to overcome therapy resistance. Based on this, we more comprehensively summarize a large number of IC and other receptor-ligands between macrophages and tumor cells, as well as their biology and role in anti-cancer immunity. Immunotherapy, especially immune checkpoint blocking, has become the primary anti-tumor treatment in recent years. However, the current immune checkpoint inhibitor (ICI) therapy is far from satisfactory. Macrophages are a key component of anti-tumor immunity as they are a common immune cell subset in tumor tissues and act as a link between innate and adaptive immunity. Hence, understanding the regulation of macrophage activation in tumor tissues by receptor-ligand interaction will provide promising macrophage-targeting strategies to complement current adaptive immunity-based immunotherapy and traditional anti-tumor treatment. This review aims to offer a systematic summary of the current advances in number, structure, expression, biological function, and interplay of immune checkpoint and other receptor-ligand between macrophages and tumor cells.