Nanoparticle-based phototherapies, such as photothermal therapy (PTT) and photodynamic therapy (PDT), exhibit strong efficacy, minimal invasion and negligible side effects in tumor treatment. These phototherapies have received considerable attention and been extensively studied in recent years. In addition to directly killing tumor cells through heat and reactive oxygen species, PTT and PDT can also induce various antitumor effects. In particular, the resultant massive tumor cell death after PTT and PDT triggers immune responses, including the redistribution and activation of immune effector cells, the expression and secretion of cytokines and the transformation of memory T lymphocytes. The antitumor effects can be enhanced by immune checkpoint blockage therapy. This article reviewed the recent advances of nanoparticle-based PTT and PDT, summarized the studies on nanoparticle-based photothermal and photodynamic immunotherapies in vitro and in vivo, and discussed challenges and future research directions.