An area that has come to be of tremendous interest in tumor research in the last decade is the role of the microenvironment in the biology of neoplastic diseases. The tumor microenvironment (TME) comprises various cells that are collectively important for normal tissue homeostasis as well as tumor progression or regression. Seminal studies have demonstrated the role of the dialogue between cancer cells (at many sites) and the cellular component of the microenvironment in tumor progression, metastasis, and resistance to treatment. Using an appropriate system of microenvironment and tumor culture is the first step towards a better understanding of the complex interaction between cancer cells and their surroundings. Three-dimensional (3D) models have been widely described recently. However, while it is claimed that they can bridge the gap between in vitro and in vivo, it is sometimes hard to decipher their advantage or limitation compared to classical two-dimensional (2D) cultures, especially given the broad number of techniques used. We present here a comprehensive review of the different 3D methods developed recently, and, secondly, we discuss the pros and cons of 3D culture compared to 2D when studying interactions between cancer cells and their microenvironment.