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Tumor immunotherapy, represented by immune checkpoint blocking and chimeric antigen receptor (CAR) T cell therapy, has achieved promising results in clinical applications. However, it faces challenges that hinder its further development, such as limited response rates and poor tumor permeability. The efficiency of tumor immunotherapy is also closely linked to the structure and function of the immune microenvironment where the tumor resides. Recently, nanoparticle‐based tumor immune microenvironment (TIME) modulation strategies have attracted a great deal of attention in cancer immunotherapy. This is primarily due to the distinctive physical characteristics of nanoparticles, which enable them to effectively infiltrate the TIME and selectively modulate its key constituents. This paper reviews recent advances in nanoparticle engineering to improve anti‐cancer immunotherapy. Emerging nanoparticle‐based approaches for modulating immune cells, tumor stroma, cytokines and immune checkpoints are discussed, aiming to overcome current challenges in the clinic. In addition, integrating immunotherapy with various treatment modalities such as chemotherapy and photodynamic therapy can be facilitated through the utilization of nanoparticles, thereby enhancing the efficacy of cancer treatment. The future challenges and opportunities of using nanomaterials to reeducate the suppressive immune microenvironment of tumors are also discussed, with the aim of anticipating further advancements in this growing field. [ABSTRACT FROM AUTHOR]