Tumor immunotherapy has received worldwide attention in cancer treatment owing to its apparent advantages, such as strong specificity and long curative effect. Among them, significant progress has been made on the immune checkpoint therapy in recent years. FDA approved PD‐L1/PD‐1 and CTLA‐4 immune checkpoint inhibitors have been broadly used in a variety of malignant tumors. However, because of the low response rate of immune checkpoint drugs, its clinical application has been greatly hindered. With the prominence of nanotechnology in bio‐medicine, the application of nanotechnology in immune checkpoints has also gained more and more attention. The combination of radiotherapy, chemotherapy, phototherapy, magnetic therapy and other methods in nanotechnology makes an excellent promoting effect in the treatment of immune checkpoint drugs. This article reviews the recent breakthroughs of nanotechnology in immune checkpoint blocking therapy, mainly focusing on the significant advantages of the combination of nanotechnology‐based immune checkpoint blocking therapy with other treatment methods. In addition, we also discussed the challenges in this area and pointed out some potential directions for future development.