Nanomedicine holds significant potential to improve the efficacy of cancer immunotherapy. Thus far, nanomedicines, i.e., 1-100(0) nm sized drug delivery systems, have been primarily used to improve the balance between the efficacy and toxicity of conjugated or entrapped chemotherapeutic drugs. The clinical performance of cancer nanomedicines has been somewhat disappointing, which is arguably mostly due to the lack of tools and technologies for patient stratification. Conversely, the clinical progress made with immunotherapy has been spectacular, achieving complete cures and inducing long-term survival in advanced-stage patients. Unfortunately, however, immunotherapy only works well in relatively small subsets of patients. Increasing amounts of preclinical and clinical data demonstrate that combining nanomedicine with immunotherapy can boost therapeutic outcomes, by turning "cold" nonimmunoresponsive tumors and metastases into "hot" immunoresponsive lesions. Nano-immunotherapy can be realized via three different approaches, in which nanomedicines are used (1) to target cancer cells, (2) to target the tumor immune microenvironment, and (3) to target the peripheral immune system. When targeting cancer cells, nanomedicines typically aim to induce immunogenic cell death, thereby triggering the release of tumor antigens and danger-associated molecular patterns, such as calreticulin translocation, high mobility group box 1 protein and adenosine triphosphate. The latter serve as adjuvants to alert antigen-presenting cells to take up, process and present the former, thereby promoting the generation of CD8+ cytotoxic T cells. Nanomedicines targeting the tumor immune microenvironment potentiate cancer immunotherapy by inhibiting immunosuppressive cells, such as M2-like tumor-associated macrophages, as well as by reducing the expression of immunosuppressive molecules, such as transforming growth factor beta. In addition, nanomedicines can be employed to promote the activity of antigen-presenting cells and cytotoxic T cells in the tumor immune microenvironment. Nanomedicines targeting the peripheral immune system aim to enhance antigen presentation and cytotoxic T cell production in secondary lymphoid organs, such as lymph nodes and spleen, as well as to engineer and strengthen peripheral effector immune cell populations, thereby promoting anticancer immunity. While the majority of immunomodulatory nanomedicines are in preclinical development, exciting results have already been reported in initial clinical trials. To ensure efficient translation of nano-immunotherapy constructs and concepts, we have to consider biomarkers in their clinical development, to make sure that the right nanomedicine formulation is combined with the right immunotherapy in the right patient. In this context, we have to learn from currently ongoing efforts in nano-biomarker identification as well as from partially already established immuno-biomarker initiatives, such as the Immunoscore and the cancer immunogram. Together, these protocols will help to capture the nano-immuno status in individual patients, enabling the identification and use of individualized and improved nanomedicine-based treatments to boost the performance of cancer immunotherapy.