Immune checkpoint blockers (ICBs) have been applied for cancer therapy and achieved great success in the field of cancer immunotherapy. Nevertheless, the broad application of ICBs is limited by the low response rate. To address this issue, increasing studies have found that the induction of immunogenic cell death (ICD) in tumor cells is becoming an emerging therapeutic strategy in cancer treatment, not only straightly killing tumor cells but also enhancing dying cells immunogenicity and activating antitumor immunity. ICD is a generic term representing different cell death modes containing ferroptosis, pyroptosis, autophagy and apoptosis. Traditional chemotherapeutic agents usually inhibit tumor growth based on the apoptotic ICD, but most tumor cells are resistant to the apoptosis. Thus, the induction of non-apoptotic ICD is considered to be a more efficient approach for cancer therapy. In addition, due to the ineffective localization of ICD inducers, various types of nanomaterials have been being developed to achieve targeted delivery of therapeutic agents and improved immunotherapeutic efficiency. In this review, we briefly outline molecular mechanisms of ferroptosis, pyroptosis and autophagy, as well as their reciprocal interactions with antitumor immunity, and then summarize the current progress of ICD-induced nanoparticles based on different strategies and illustrate their applications in the cancer therapy.