Tumor immunotherapy exerts its anti-tumor effects by stimulating and enhancing immune responses of the body. It has become another important modality of anti-tumor therapy with significant clinical efficacy and advantages compared to chemotherapy, radiotherapy and targeted therapy. Although various kinds of tumor immunotherapeutic drugs have emerged, the challenges faced in the delivery of these drugs, such as poor tumor permeability and low tumor cell uptake rate, had prevented their widespread application. Recently, nanomaterials had emerged as a means for treatment of different diseases due to their targeting properties, biocompatibility and functionalities. Moreover, nanomaterials possess various characteristics that overcome the defects of traditional tumor immunotherapy, such as large drug loading capacity, precise tumor targeting and easy modification, thus leading to their wide application in tumor immunotherapy. There are two main classes of novel nanoparticles mentioned in this review: organic (polymeric nanomaterials, liposomes and lipid nanoparticles) and inorganic (non-metallic nanomaterials and metallic nanomaterials). Besides, the fabrication method for nanoparticles, Nanoemulsions, was also introduced. In summary, this review article mainly discussed the research progress of tumor immunotherapy based on nanomaterials in the past few years and offers a theoretical basis for exploring novel tumor immunotherapy strategies in the future.