Cancer immunotherapy is a new therapeutic strategy to fight cancer by activating the patients’ own immune system. At present, immunotherapy approaches such as cancer vaccines, immune checkpoint blockade (ICB), adoptive cell transfer (ACT), monoclonal antibodies (mAbs) therapy, and cytokines therapy have therapeutic potential in preclinical and clinical applications. However, the intrinsic limitations of conventional immunotherapy are difficulty of precise dosage control, insufficient enrichment in tumor tissues, partial immune response silencing or hyperactivity, and high cost. Engineering nanoparticles (NPs) have been emerging as a promising multifunctional platform to enhance conventional immunotherapy due to their intrinsic immunogenicity, convenient delivery function, controlled surface chemistry activity, multifunctional modifying potential, and intelligent targeting. This review presents the recent progress reflected by engineering NPs, including the diversified selection of functionalized NPs, the superiority of engineering NPs for enhancing conventional immunotherapy, and NP‐mediated multiscale strategies for synergistic therapy consisting of compositions and their mechanism. Finally, the perspective on multifunctional NP‐based cancer immunotherapy for boosting immunomodulation is discussed, which reveals the expanding landscape of engineering NPs in clinical translation.