Chemotherapy is one of the most common means of cancer treatment, and it has a lot of adverse effects and is easy to produce drug resistance. Nano-technology can be used to deliver effective dose of chemotherapeutic agents to the tumor cells and overcome tumor drug resistance, and it has no damage to normal cells. Tumor immunotherapy has the advantages of low toxicity, high effectiveness and preventing metastasis. Immunotherapy based on tumor vaccine, antibody or other immune-stimulating factor will be expected to destroy tumor and prevent tumor metastasis. Nano-technology can protect antigen and cytokine from degradation and target tumor cells, tumor interstitial or immune cells to improve the outcome. New chemical immune agents may effectively kill tumor cells as well as stimulate tumor immune antigen exposure to activate the immune system. Here, we reviewed the potential of combined application of tumor chemotherapy and immunotherapy and discussed the future of nano-technology for the targeted delivery of chemical immune agents.