Immunotherapy is widely regarded as a promising treatment for cancer. However, the immune effector phase suppression of tumor microenvironment (TME) and the generation of immune-related adverse events limit its application. Research indicates that sonodynamic therapy (SDT) can effectively activate antitumor immunity while killing tumor cells. SDT produces cytotoxic substances of tumors, and then cell apoptosis and immunogenic death occur by selectively activating the sonosensitizer under ultrasound. In recent years, various SDT alone as well as SDT in combination with other therapies have been developed to induce immunogenic cell death (ICD) and enhance immunotherapy. This paper overviews the research progress of SDT and nanotechnology in recent years, including the strategies involving SDT alone, SDT-based synergistic induction of antitumor immunity, and immunotherapy based on SDT for multimodal immunotherapy. Finally, the prospects and challenges of these SDT-based therapies in cancer immunotherapy are discussed.