After development for more than ten years, stimulator of interferon genes (STING), a representative of pattern recognition receptors (PRRs), is now entering the stage of widespread applications. Along with the evolution of STING agonists of cyclic dinucleotides (CDNs) and non‐nucleotide molecules, the stability of agonists has been improved. However, their poor performance in clinical trials triggers urgent demands for highly effective delivery strategies to further improve the cellular permeability, tissue targetability and retention. In this review, we summarized the recent progress of STING agonists applications and delivery strategies with a focus on the biocompatible platforms of peptide, protein and biomembrane, providing a novel vision for the STING field and future direction.