Cancer immunotherapy agents fight cancer via immune system stimulation and have made significant advances in minimizing side effects and prolonging the survival of patients with solid tumors. However, major limitations still exist in cancer immunotherapy, including the inefficiency of immune response stimulation in specific cancer types, therapy resistance caused by the tumor microenvironment (TME), toxicities by the immune imbalance, and short lifetime of stimulator of interferon genes (STING) agonist. Recent advances in nanomedicine have shown significant potential in overcoming the obstacles of cancer immunotherapy. Several nanoscale agents have been reported for cancer immunotherapy, including nanoscale cancer vaccines impacting the STING pathway, nanomaterials reprogramming TME, nano-agents triggering immune response with immune checkpoint inhibitor synergy, ferroptosis-mediated and indoleamine-2,3-dioxygenase immunosuppression-mediated cancer immunotherapy, and nanomedicine-meditated chimeric antigen receptor-T-cell therapy. Herein, we summarize the major advances and innovations in nanomedicine-based cancer immunotherapy, and outline the opportunities and challenges to integrate more advanced nanomaterials into cancer immunotherapy. This article is categorized under: Nanotechnology Approaches to Biology > Nanoscale Systems in Biology Therapeutic Approaches and Drug Discovery > Nanomedicine for Oncologic Disease Therapeutic Approaches and Drug Discovery > Emerging Technologies.