The high malignant degree and poor prognosis of pancreatic cancer (PC) pose severe challenges to the basic research and clinical translation of next-generation therapies. The rise of immunotherapy has improved the treatment of a variety of solid tumors, while the application in PC is highly restricted by the challenge of immunosuppressive tumor microenvironment. The latest progress of nanotechnology as drug delivery platform and immune adjuvant has improved drug delivery in a variety of disease backgrounds and enhanced tumor therapy based on immunotherapy. Based on the immune loop of PC and the status quo of clinical immunotherapy of tumors, this article discussed and critically analyzed the key transformation difficulties of immunotherapy adaptation to the treatment of PC, and then proposed the rational design strategies of new nanocarriers for drug delivery and immune regulation, especially the design of combined immunotherapy. This review also put forward prospective views on future research directions, so as to provide information for the new means of clinical treatment of PC combined with the next generation of nanotechnology and immunotherapy.