Recent years have witnessed the rapid development of the biomimetic nanotechnology regarding the use of certain components (such as cell membranes, extracellular vesicles, proteins, etc.) derived from different cells to fabricate nanoparticles (NPs) for cancer treatment. These biomimetic NPs usually inherit certain abilities from their parental cells, such as long blood circulation, capacity to escape from mononuclear phagocytic system, active tumor‐targeting, and controlled drug release. Immunocytes play vital roles in different tumor progression stages, and can quickly and accurately react to tumor progression via specific targeting and immune surveillance. Therefore, increasing studies focus on constructing biomimetic NPs with components isolated from immunocytes. This review introduces four main types of immunocyte‐derived nanodrugs—membrane‐coated NPs, exosomes or extracellular vesicles, functional protein‐incorporated NPs, and exosome mimetics—and summarizes the recent advances of these nanodrugs for cancer therapy. Some current challenges and future research directions of immunocyte‐derived nanodrugs are also proposed. It is hoped that this review may help researchers in the related field to design new immunocyte‐derived nanomedicines and promote their preclinical and clinical applications in the near future.