Immune checkpoint inhibitor (ICI) cancer immunotherapies are becoming one of the standard therapies for cancer patients. However, ICI cancer immunotherapy's overall response rate is still moderate and even combinational ICI cancer immunotherapies are not showing significant improvement in therapeutic outcomes. Only a subset of patients responds to the therapy due to the resistance and ignorance to the ICI cancer immunotherapy. Following immune-related adverse events (irAEs) are also limiting the whole therapeutic regimens. New approaches that can increase the immunotherapeutic efficacy and reduce systemic irAEs are required. Recently, multifunctional nanocarriers, which can extend the half-life of ICIs and modulate tumor microenvironment (TME), have shown a substantial opportunity to enhance ICI cancer immunotherapies. Interventional oncology (IO) allowing simultaneous diagnosis, immunogenic loco-regional therapeutic delivery, and real-time monitoring of the treatment efficacy have advanced to demonstrate the effective conversion of TME. The use of multifunctional nanocarriers with the IO therapies amplify the image guidance capability and immunogenic therapeutic localization for the potential combinational ICI cancer immunotherapy. This article will discuss the emerging opportunity of multifunctional nanocarriers mediated synergistic combination of ICI cancer immunotherapy and IO local therapy.