During the last decades significant progress has been made in the field of cancer immunotherapy. However, cancer vaccines have not been successful in clinical trials due to poor immunogenicity of antigen, limitations of safety associated with traditional systemic delivery as well as the complex regulation of the immune system in tumor microenvironment. In recent years, nanotechnology-based delivery systems have attracted great interest in the field of immunotherapy since they provide new opportunities to fight the cancer. In particular, for delivery of cancer vaccines, multifunctional nanoparticles present many advantages such as targeted delivery to immune cells, co-delivery of therapeutic agents, reduced adverse outcomes, blocked immune checkpoint molecules, and amplify immune activation via the use of stimuli-responsive or immunostimulatory materials. In this review article, we highlight recent progress and future promise of multifunctional nanoparticles that have been applied to enhance the efficiency of cancer vaccines.