In therapeutic cancer vaccines, vaccine antigens must be efficiently delivered to the antigen-presenting cells (dendritic cells and macrophages) located in the lymphoid organs (lymph nodes and spleen) at the appropriate time to induce a potent antitumor immune response. Nanoparticle-based delivery systems in cancer immunotherapy are of great interest in recent year. We have developed a novel cancer vaccine that can use self-assembled polysaccharide nanogel of cholesteryl group-modified pullulan (CHP) as an antigen delivery system for clinical cancer immunotherapy for the first time. Additionally, we recently proposed a novel technology that uses CHP nanogels to regulate the function of tumor-associated macrophages, leading to an improvement in the tumor microenvironment. When combined with other immunotherapies, macrophage function modulation using CHP nanogels demonstrated a potent inhibitory effect against cancers resistant to immune checkpoint inhibition therapies. In this review, we discuss the applications of our unique drug nanodelivery system for CHP nanogels.