Cancer is a serious hazard to human health all around the world; however, many current therapies remain toxic and poor. In view of the understanding of immunology and tumor biology, cancer immunotherapy with minimal toxicity has been regarded as a promising strategy for cancer treatment because of immune surveillance. Unfortunately, the efficacy of immunotherapy was impeded and resisted due to the tumor immune evasion mechanism. Hence, targeted cancer immunotherapy has been proposed to tackle the tumor immune suppression and complexity of malignant tumor cells. Nanotechnology-based immunotherapy has improved the limitations and enhanced the therapeutic efficiency of traditional immunotherapy. This review illustrates the recent progresses in immunotherapy based on nanotechnology, and reveals that nanodevices could be utilized for active and passive cancer immunotherapy.