The immune microenvironment extensively participates in tumorigenesis as well as progression in osteosarcoma (OS). However, the landscape and dynamics of immune cells in OS are poorly characterized. By analyzing single-cell RNA sequencing (scRNA-seq) data, which characterize the transcription state at single-cell resolution, we produced an atlas of the immune microenvironment in OS. The results suggested that a cluster of regulatory dendritic cells (DCs) might shape the immunosuppressive microenvironment in OS by recruiting regulatory T cells. We also found that major histocompatibility complex class I (MHC-I) molecules were downregulated in cancer cells. The findings indicated a reduction in tumor immunogenicity in OS, which can be a potential mechanism of tumor immune escape. Of note, CD24 was identified as a novel “don’t eat me” signal that contributed to the immune evasion of OS cells. Altogether, our findings provide insights into the immune landscape of OS, suggesting that myeloid-targeted immunotherapy could be a promising approach to treat OS.