Cancer immunotherapy has sparked a wave of cancer research, driven by recent successful proof-of-concept clinical trials. However, barriers are emerging during its rapid development, including broad adverse effects, a lack of reliable biomarkers, tumor relapses, and drug resistance. Integration of nanomedicine may ameliorate current cancer immunotherapy. Ultra-large surface-to-volume ratio, extremely small size, and easy modification surface of nanoparticles enable them to selectively detect cells and kill cancer cells in vivo. Exciting synergistic applications of the two approaches have emerged in treating various cancers at the intersection of cancer immunotherapy and cancer nanomedicine, indicating the potential that the combination of these two therapeutic modalities can lead to new paradigms in the treatment of cancer. This review discusses the status of current immunotherapy and explores the possible opportunities that the nanomedicine platform can make cancer immunotherapy more powerful and precise by synergizing the two approaches.