Cancer immunotherapy has revolutionized oncology by harnessing the patient's immune system to target and eliminate cancer cells. However, immune checkpoint blockades (ICBs) face limitations such as low response rates, particularly in immunologically 'cold' tumors. Enhancing tumor immunogenicity through immunogenic cell death (ICD) inducers and advanced drug delivery systems represents a promising solution. This review discusses the development and application of various nanocarriers, including polymeric nanoparticles, liposomes, peptide-based nanoparticles, and inorganic nanoparticles, designed to deliver ICD inducers and ICBs effectively. These nanocarriers improve therapeutic outcomes by converting cold tumors into hot tumors, thus enhancing immune responses and reducing systemic toxicity. By focusing on single-nanoparticle systems that co-deliver both ICD inducers and ICBs, this review highlights their potential in achieving higher drug concentrations at tumor sites, improving pharmacokinetics and pharmacodynamics, and facilitating clinical translation. Future research should aim to optimize these nanocarrier systems for better in vivo performance and clinical applications, ultimately advancing cancer immunotherapy.