Cancer immunotherapy has become a promising method for cancer treatment, bringing hope to advanced cancer patients. However, immune-related adverse events caused by immunotherapy also bring heavy burden to patients. Semiconducting polymer nanoparticles (SPNs) as an emerging nanomaterial with high biocompatibility, can eliminate tumors and induce tumor immunogenic cell death through different therapeutic modalities, including photothermal therapy, photodynamic therapy, and sonodynamic therapy. In addition, SPNs can work as a functional nanocarrier to synergize with a variety of immunomodulators to amplify anti-tumor immune responses. In this review, SPNs-based combination cancer immunotherapy is comprehensively summarized according to the SPNs' therapeutic modalities and the type of loaded immunomodulators. The in-depth understanding of existing SPNs-based therapeutic modalities will hopefully inspire the design of more novel nanomaterials with potent anti-tumor immune effects, and ultimately promote their clinical translation.