Immunotherapy is one of the most potent options for cancer treatment, with numerous breakthroughs in this field, bringing us closer to the realization of cancer eradication. However, the intrinsic limits of immunotherapy, such as its low responsive rate, narrow therapeutic window and systemic toxicity, have hindered its clinical application and thus prompted the development of nanotechnology-assisted modality for more effective and safer cancer immunotherapy. By locally increasing the drug concentration and limiting drug exposure to normal tissues, nanocarriers significantly potentiate the effects of immunotherapy while reducing side effects. Additionally, nanoparticle-based drug delivery systems allow different therapeutic strategies as a complement to conventional immunotherapeutic modalities, providing numerous novel and effective approaches for combinational cancer therapy. In this review, we first briefly introduce the five main classes of immunotherapy, and then we extensively covered some advanced biomaterials and novel strategies of nanotechnology intervention and detailed how these approaches function to enhance immunotherapeutic and combinational combination therapeutic efficacy.