Attempts have been made continuously to use nano-drug delivery system (NDDS) to improve the effect of antitumor therapy. In recent years, especially in the application of immunotherapy represented by antiprogrammed death receptor 1 (anti-PD-1), it has been vigorously developed. Nanodelivery systems are significantly superior in a number of aspects including increasing the solubility of insoluble drugs, enhancing their targeting ability, prolonging their half-life, and reducing side effects. It can not only directly improve the efficacy of anti-PD-1 immunotherapy, but also indirectly enhance the antineoplastic efficacy of immunotherapy by boosting the effectiveness of therapeutic modalities such as chemotherapy, radiotherapy, photothermal, and photodynamic therapy (PTT/PDT). Here, we summarize the studies published in recent years on the use of nanotechnology in pharmaceutics to improve the efficacy of anti-PD-1 antibodies, analyze their characteristics and shortcomings, and combine with the current clinical research on anti-PD-1 antibodies to provide a reference for the design of future nanocarriers, so as to further expand the clinical application prospects of NDDSs.