Abstract Checkpoint blockade immunotherapy revolutionizes the field of cancer therapy, among which anti-programmed cell death (anti-PD) therapy is the most successful one in clinic. Despite the tremendous advancement, anti-PD therapy is still limited by barriers such as low response rate and immune related adverse effects (AEs), which are mainly resulted from poor intratumoral infiltration of cytotoxic T lymphocytes and off-tumor distribution of the anti-PD drugs. To address these issues, nanosized drug delivery systems (NDDS) have been fabricated to realize synergistic application with anti-PD drugs for anti-tumor immunity priming or enable targeting delivery of anti-PD drugs with versatile chemical properties. In this review, we summarize the major barriers for successful anti-PD therapy, highlight current advances in NDDS with improved anti-PD therapeutic benefits, and discussed the possible directions of the field.