Cancer immunotherapy aimed at boosting cancer-specific immunoresponses to eradicate tumor cells has evolved as a new treatment modality. Nanoparticles incorporating antigens and immunomodulatory agents can activate immune cells and modulate the tumor microenvironment to enhance anti-tumor immunity. The nanotechnology approach has been demonstrated to be superior to standard formulations in in-vivo settings. In this article, we focus on recent advances made within the last 5 years in nanoparticle-based cancer immunotherapy, including peptide- and nucleic acid-based nanovaccines, nanomedicines containing an immunoadjuvant to activate anti-tumor immunity, nanoparticle delivery of immune checkpoint inhibitors and the combination of the above approaches. Encouraging results and new emerging nanotechnologies in drug delivery promise the continuous growth of this field and ultimately clinical translation of enhanced immunotherapy of cancer.