Immune cells are pivotal in the dynamic interplay between hypoxia and inflammation. During hypoxic conditions, HIF-1α, a crucial transcription factor, facilitates the adaptation of immune cells to the hypoxic micro-environment. This adaptation includes regulating immune cell metabolism, significantly impacting inflammation development. Strategies for anti-inflammatory and hypoxic relief have been proposed, aiming to disrupt the hypoxia-inflammation nexus. Research extensively focuses on anti-inflammatory agents and materials that target immune cells. These primarily mitigate hypoxic inflammation by encouraging M2-macrophage polarization, restraining neutrophil proliferation and infiltration, and maintaining Treg/TH17 balance. Additionally, oxygen-releasing nano-materials play a significant role. By alleviating hypoxia and clearing reactive oxygen species (ROS), these nano-materials indirectly influence immune cell functions. This paper delves into the response of immune cells under hypoxic conditions and the resultant effects on inflammation. It provides a comprehensive overview of various therapies targeting specific immune cells for antiinflammatory purposes and explores nano-materials that either carry or generate oxygen to alleviate anoxic micro-environments.