Cancer immunotherapy, as a paradigm shift in cancer treatment, has recently received tremendous attention. The active cancer vaccination, immune checkpoint blockage (ICB) and chimeric antigen receptor (CAR) for T-cell-based adoptive cell transfer are among these developments that have achieved a significant increase in patient survival in clinical trials. Despite these advancements, emerging research at the interdisciplinary interface of cancer biology, immunology, bioengineering, and materials science is important to further enhance the therapeutic benefits and reduce side effects. Here, an overview of the latest studies on engineering biomaterials for the enhancement of anticancer immunity is given, including the perspectives of delivery of immunomodulatory therapeutics, engineering immune cells, and constructing immune-modulating scaffolds. The opportunities and challenges in this field are also discussed.