Based on the stimulation of the patient's own innate and adaptive immunity, immunotherapy is used in tumor treatment, and in recent years, it has developed rapidly. To generate strong and long-lasting antitumor immune responses and to boost clinical efficiency, various nanovehicle delivery systems (NDSs) have been designed to achieve specific release and avoid premature leakage in the delivery process. However, most of them are nondegradable, and they are taken up by the liver and spleen. This process leads to the accumulation of these substances in the human body, raising long-term toxicity concerns and causing potential undesirable side effects. To solve this problem, biodegradable NDSs (BNDSs) have been developed. Once these substances reach their target, they can only be degraded under specific internal or external stimuli, such as enzymes, irradiation, temperature, redox potential, pH, or a combination of these stimuli. Therefore, they are quite significant for potential clinical applications. In this review article, we highlight the recent literature on the design and working mechanism of various BNDSs. According to their type and characteristics, BNDSs are categorized as follows: (1) polymers, (2) lipid based materials, (3) inorganic nanomaterials, (4) biomacromolecules, (5) hybrid materials and (6) other materials. The existing challenges and future prospects of these materials will also be discussed.