Cancer immunotherapy has emerged in the past decade as a promising strategy for treating many forms of cancer by stimulating the patient's immune system. Although immunotherapy has achieved some promising results in clinics, more efforts are required to improve the limitations of current treatments related to lack of effective and targeted cancer antigens delivery to immune cells, dose‐limiting toxicity, and immune‐mediated adverse effects, among others. In recent years, the use of nanomaterials has proven promising to enhance cancer immunotherapy efficacy and reduce side effects. Among nanomaterials, attention has been recently paid to mesoporous silica nanoparticles (MSNs) as a potential multiplatform for enhancing cancer immunotherapy by considering their unique properties, such as high porosity, and good biocompatibility, facile surface modification, and self‐adjuvanticity. This review explores the role of MSN and other nano/micro‐materials as an emerging tool to enhance cancer immunotherapy, and it comprehensively summarizes the different immunotherapeutic strategies addressed to date by using MSN.