The rapid development of nanobiotechnology has enabled progress in therapeutic cancer vaccines. These vaccines stimulate the host innate immune response by tumor antigens followed by a cascading adaptive response against cancer. However, an improved antitumor immune response is still in high demand because of the unsatisfactory clinical performance of the vaccine in tumor inhibition and regression. To date, a complicated tumor immunosuppressive environment and suboptimal design are the main obstacles for therapeutic cancer vaccines. The optimization of tumor antigens, vaccine delivery pathways, and proper adjuvants for innate immune response initiation, along with reprogramming of the tumor immunosuppressive environment, is essential for therapeutic cancer vaccines in triggering an adequate antitumor immune response. In this review, we aim to review the challenges in and strategies for enhancing the efficacy of therapeutic vaccines. We start with the summary of the available tumor antigens and their properties and then the optimal strategies for vaccine delivery. Subsequently, the vaccine adjuvants focused on the intrinsic adjuvant properties of nanostructures are further discussed. Finally, we summarize the combination strategies with therapeutic cancer vaccines and discuss their positive impact in cancer immunity.