The tumor microenvironment is a complex and dynamic cellular community comprising the tumor epithelium and various tumor-supporting cells such as immune cells, fibroblasts, immunosuppressive cells, adipose cells, endothelial cells, and pericytes. The interplay between the tumor microenvironment and tumor cells represents a key contributor to immune evasiveness, physiological hardiness and the local and systemic invasiveness of malignant cells. Nuclear receptors are master regulators of physiological processes and are known to play pro-/anti-oncogenic activities in tumor cells. However, the actions of nuclear receptors in tumor-supporting cells have not been widely studied. Given the excellent druggability and extensive regulatory effects of nuclear receptors, understanding their biological functionality in the tumor microenvironment is of utmost importance. Therefore, the present review aims to summarize recent evidence about the roles of nuclear receptors in tumor-supporting cells and their implications for malignant processes such as tumor proliferation, evasion of immune surveillance, angiogenesis, chemotherapeutic resistance, and metastasis. Based on findings derived mostly from cell culture studies and a few in vivo animal cancer models, the functions of VDR, PPARs, AR, ER and GR in tumor-supporting cells are relatively well-characterized. Evidence for other receptors, such as RARβ, RORγ, and FXR, is limited yet promising. Hence, the nuclear receptor signature in the tumor microenvironment may harbor prognostic value. The clinical prospects of a tumor microenvironment-oriented cancer therapy exploiting the nuclear receptors in different tumor-supporting cells are also encouraging. The major challenge, however, lies in the ability to develop a highly specific drug delivery system to facilitate precision medicine in cancer therapy.