Tumor-associated macrophages (TAMs) are one of the most abundant infiltrating immune cells of solid tumors. Despite their possible dual role, i.e., pro- or anti-tumoral, there is considerable evidence showing that the accumulation of TAMs promotes tumor progression rather than slowing it. Several strategies are being developed and clinically tested to target these cells. Bladder cancer (BCa) is one of the most common cancers, and despite heavy treatments, including immune checkpoint inhibitors (ICIs), the overall patient survival for advanced BCa is still poor. TAMs are present in bladder tumors and play a significant role in BCa development. However, few investigations have analyzed the effect of targeting TAMs in BCa. In this review, we focus on the importance of TAMs in a cancerous bladder, their association with patient outcome and treatment efficiency as well as on how current BCa treatments impact these cells. We also report different strategies used in other cancer types to develop new immunotherapeutic strategies with the aim of improving BCa management through TAMs targeting.