Light-triggered phototherapies, such as photodynamic therapy (PDT) and photothermal therapy (PTT), have shown strong therapeutic efficacy with minimal invasiveness and systemic toxicity, offering opportunities for tumor-specific therapies. Phototherapies not only induce direct tumor cell killing, but also trigger anti-tumor immune responses by releasing various immune-stimulating factors. In recent years, conventional phototherapies have been combined with cancer immunotherapy as synergistic therapeutic modalities to eradicate cancer by exploiting the innate and adaptive immunity. These combined photoimmunotherapies have demonstrated excellent therapeutic efficacy in preventing tumor recurrence and metastasis compared to phototherapy alone. This review covers recent advancements in combined photoimmunotherapy, including photoimmunotherapy (PIT), PDT-combined immunotherapy, and PTT-combined immunotherapy, along with their underlying anti-tumor immune response mechanisms. In addition, the challenges and future research directions for light-triggered cancer immunotherapy are discussed.