Immunotherapy has revolutionized the field of cancer therapy. Nanomaterials can further improve the efficacy and safety of immunotherapy because of their tunability and multifunctionality. A supramolecular peptide assembly (SPA), as a close mimic of natural viruses, is a unique type of nanomaterial with high epitope valency, multifunctionality and biocompatibility. Given its great potential in cancer immunotherapy, especially in cancer vaccines, in the current review, we summarize the unique features of the SPA that are beneficial for cancer immunotherapy, and highlight the important progress in using SPAs as nanoscale carriers, antigens, adjuvants or multifunctional platforms. The current challenges faced by these SPAs are also briefly discussed.