Quantizing large Neural Networks (NN) while maintaining the performance is highly desirable for resource-limited devices due to reduced memory and time complexity. It is usually formulated as a constrained optimization problem and optimized via a modified version of gradient descent. In this work, by interpreting the continuous parameters (unconstrained) as the dual of the quantized ones, we introduce a Mirror Descent (MD) framework for NN quantization. Specifically, we provide conditions on the projections (i.e., mapping from continuous to quantized ones) which would enable us to derive valid mirror maps and in turn the respective MD updates. Furthermore, we present a numerically stable implementation of MD that requires storing an additional set of auxiliary variables (unconstrained), and show that it is strikingly analogous to the Straight Through Estimator (STE) based method which is typically viewed as a “trick” to avoid vanishing gradients issue. Our experiments on CIFAR-10/100, TinyImageNet, and ImageNet classification datasets with VGG-16, ResNet-18, and MobileNetV2 architectures show that our MD variants yield state-of-the-art performance.