Rapid advances in nucleic acid nanotechnology have transformed our view of nucleic acids from key biological components to versatile building materials. By programming the specific molecular forces including Watson−Crick base pairing, hydrophobic interactions, and protein binding, the physicochemical properties (e.g., size, shape, sequence, valency) of nucleic acid nanostructures can be engineered to control their interactions with specific biological components. Importantly, nucleic acids are intrinsic immune regulators that can initiate or suppress immune activation. In this brief review, we highlight recent advances in the design of nucleic acid-based nanostructures in modulating the immune system, focusing on the nanoparticle transport in the lymphatic system, interactions between signaling molecules and immune cells, and nanoparticle strategies to enhance, evade, deviate, or suppress the immune activation. Nucleic acid nanotechnology provides important avenues and opportunities for future immunotherapy.