• Different types of cancer immunotherapies and their limitations are reviewed. • Major immunoadjuvants and their limitations treatment are summarized. • The role of nanomaterials in overcoming drawbacks of immunotherapies is highlighted. • Recent advances in nanomaterial-based combination cancer immunotherapy are reviewed. • The outlook of nanomaterial-based combination immunotherapy is presented. Cancer immunotherapy has emerged as the fourth major treatment modality for cancer in addition to chemotherapy, radiotherapy, and surgery. There are various types of cancer immunotherapies that can be generally divided into five categories, namely vaccine immunotherapy, cytokine immunotherapy, checkpoint blockade immunotherapy, adoptive cell transfer immunotherapy, and small molecule immunotherapy. In this review, we describe these therapeutic approaches along with their limitations. Since many immunotherapies rely on immunoadjuvants and nanoplatforms, we summarize different classes of immunoadjuvants used in cancer immunotherapies, including toll-like receptor agonists, plant-derived immunoadjuvants, aluminum salt adjuvants, and other immunoadjuvants. Finally, we provide an in-depth description of nanomaterial-based approaches for the combination of immunotherapy with chemotherapy, phototherapy, radiotherapy, as well as other therapies.