In recent years, scientists have had a deeper understanding of the basic principles of tumor biology and immunology, and immunotherapy for cancer has made great progresses, greatly promoting the development of a series of new immunotherapy drugs for cancer. Cancer immunotherapy aims at eliminating cancer cells by stimulating and coordinating the immune system. However, the promotion and application of cancer immunotherapy are limited because of the uncertain safety and effectiveness of immune regulatory compound delivery. Due to its unique advantages, such as good targeting, less adverse events, and good stability, various nano-targeted delivery systems with different physical and chemical properties have been developed to stimulate the immune system in anti-tumor therapy. In this review, we summed up the research progresses of nanotechnology combined with immunotherapy for cancer in recent years.