Set-valued tableaux formulas play an important role in Schubert calculus. Using the box greedy reduced word for the construction of the Macdonald polynomials, we convert the alcove walk formula for Macdonald polynomials to a set-valued tableaux formula for Macdonald polynomials. Our hope is that providing set-valued tableaux formulas for Macdonald polynomials will help to strengthen the analogies and possible connections between the calculus of Macdonald polynomials and Schubert calculus.