Programmed cell death (PCD, mainly including apoptosis, necrosis, ferroptosis, pyroptosis, and autophagy) and immunogenic cell death (ICD), as important cell death mechanisms, are widely reported in cancer therapy, and understanding the relationship between the two is significant for clinical tumor treatments. Considering that vast nanodrugs are developed to induce tumor PCD and ICD simultaneously, in this review, the interrelationship between PCD and ICD is described using nanomedicines as examples. First, an overview of PCD patterns and focus on the morphological differences and interconnections among them are provided. Then the interrelationship between apoptosis and ICD in terms of endoplasmic reticulum stress is described by introducing various cancer treatments and the recent developments of nanomedicines with inducible immunogenicity. Next, the crosstalk between non‐apoptotic (including necrosis, ferroptosis, pyroptosis, and autophagy) signaling pathways and ICD is introduced and their relationship through various nanomedicines as examples is further illustrated. Finally, the relationship between PCD and ICD and its application prospects in the development of new ICD nanomaterials are summarized. This review is believed to deepen the understanding of the relationship between PCD and ICD, extend the biomedical applications of various nanodrugs, and promote the progress of clinical tumor therapy.