Immunotherapy has emerged as a novel cancer treatment over the last decade, however, efficacious responses to mono-immunotherapy have only been achieved in a relatively small portion of patients whereas combinational immunotherapies often lead to concurrent side effects. It has been proved that the tumor microenvironment (TME) is responsible for tumor immune escape and the ultimate treatment failure. Recently, there has been remarkable progress in both the understanding of the TME and the applications of nanotechnological strategies, and reviewing the emerging immune-regulatory nanosystems may provide valuable information for specifically modulating the TME at different immune stages. In this review, we focus on comprehending the recently-proposed T-cell-based tumor classification and identifying the most promising targets for different tumor phenotypes, and then summarizing the nanotechnological strategies to best target corresponding immune-related factors. For future precise personalized immunotherapy, tailor-made TME modulation strategies conducted by well-designed nanosystems to alleviate the suppressive TME and then promote anti-tumor immune responses will significantly benefit the clinical outcomes of cancer patients.