Aptamers are artificial oligonucleotides with excellent molecule-targeting ability. Compared with monoclonal antibodies, aptamers have the advantages of low cost, no batch effect, and negligible immunogenicity, making them promising candidates for cancer immunotherapy. To date, a series of aptamer agonists/antagonists have been discovered and directly used to activate immune response, such as immune checkpoint blockade, immune costimulation, and cytokine regulation. By incorporating both tumor- and immune cell-targeting aptamers, multivalent bispecific aptamers were designed to pursue high tumor affinity and enhanced immune efficacy. More importantly, benefiting from feasible chemical modification and programmability, aptamers can be engineered with diverse nanomaterials (e.g., liposomes, hydrogels) and even living immune cells (e.g., NK cells, T cells). These aptamer-based assemblies exhibit powerful capabilities in targeted cargo delivery, regulation of cell–cell interactions, tumor immunogenicity activation, tumor microenvironment remodeling, etc., holding huge potential in boosting immunotherapeutic efficacy. In this review, we focus on the recent advances in aptamer-based immune drug systems (AptIDCs) and highlight their advantages in cancer immunotherapy. The current challenges and future prospects of this field are also pointed out in this paper.