The paramount discovery of passive accumulation of nanoparticles in tumoral tissues triggered the development of a wide number of different nanoparticles capable of transporting therapeutic agents to tumoral tissues in a controlled and selective way. These nanocarriers have been endowed with important capacities such as stimuli-responsive properties, targeting abilities, or the capacity to be monitored by imaging techniques. However, after decades of intense research efforts, only a few nanomedicines have reached the market. The reasons for this disappointing outcome are varied, from the high tumor-type dependence of enhanced permeation and retention (EPR) effect to the poor penetration capacity of nanocarriers within the cancerous tissue, among others. The rapid nanoparticle clearance by immune cells, considered another important barrier, which compromises the efficacy of nanomedicines, would become an important ally in the fight against cancer. In the last years, the fine-tuned ability of immune cells to recognize and engulf nanoparticles have been exploited to deliver immunoregulating agents to specific immune cell populations selectively. In this work, the recent advances carried out in the development of nanocarriers capable of operating with immune and tumoral cells in order to orchestrate an efficient antitumoral response will be presented. The combination of nanoparticles and immunotherapy would deliver powerful weapons to the clinicians that offer safer and more efficient antitumoral treatments for the patients.