This review summarizes the latest advancements in drug delivery systems (DDS) for enhancing cancer immunotherapy. Despite the benefits of immunotherapy, off-target effects and systemic toxicity remain significant challenges. DDS, including nano-carriers like liposomes, polymer nano-micelles, mesoporous silica, and extracellular vesicles, offer precise drug delivery, improved pharmacokinetics, and reduced side effects. Coupling technologies such as ADCs, PDCs, and TPD further enhance targeting and therapeutic efficacy. Nanocarriers, such as liposomes and polymer-based nanoparticles, can deliver immunomodulatory agents like STING agonists to activate dendritic cells (DCs), which are crucial for initiating immune responses. STING agonists, when delivered via liposomes or polymer-based nanocarriers, can enhance DC maturation and T-cell activation, leading to improved anti-tumor immunity. However, challenges such as limited tumor penetration and the need for efficient delivery methods remain. For tumor-associated macrophages (TAMs), DDS can shift their polarization from M2 to M1, enhancing anti-tumor immune responses. Drugs like salicylic acid derivatives and metformin, delivered via nanocarriers, can reprogram TAMs to promote immune activation. Additionally, ICD inducers can transform "cold" tumors into "hot" tumors by promoting T-cell infiltration and immune response. Coupling technologies, including ADCs and PDCs, enable targeted delivery of cytotoxic drugs, reducing systemic toxicity. ADCs, which combine monoclonal antibodies with cytotoxic payloads, have shown promise in clinical trials. However, challenges such as incomplete internalization and off-target effects limit their efficacy. Non-internalizing ADCs, which release payloads extracellularly, offer a promising alternative by targeting tumor-specific antigens without relying on internalization. Despite these advancements, nanodrug delivery systems face challenges in clinical translation, including differences between preclinical and clinical studies, technical synthesis issues, and the need for standardized production methods. EVs, while promising, require further research to optimize their use in targeted therapy. Overall, DDS and coupling technologies represent significant advancements in cancer immunotherapy, offering new strategies for improving treatment outcomes.This review summarizes the latest advancements in drug delivery systems (DDS) for enhancing cancer immunotherapy. Despite the benefits of immunotherapy, off-target effects and systemic toxicity remain significant challenges. DDS, including nano-carriers like liposomes, polymer nano-micelles, mesoporous silica, and extracellular vesicles, offer precise drug delivery, improved pharmacokinetics, and reduced side effects. Coupling technologies such as ADCs, PDCs, and TPD further enhance targeting and therapeutic efficacy. Nanocarriers, such as liposomes and polymer-based nanoparticles, can deliver immunomodulatory agents like STING agonists to activate dendritic cells (DCs), which are crucial for initiating immune responses. STING agonists, when delivered via liposomes or polymer-based nanocarriers, can enhance DC maturation and T-cell activation, leading to improved anti-tumor immunity. However, challenges such as limited tumor penetration and the need for efficient delivery methods remain. For tumor-associated macrophages (TAMs), DDS can shift their polarization from M2 to M1, enhancing anti-tumor immune responses. Drugs like salicylic acid derivatives and metformin, delivered via nanocarriers, can reprogram TAMs to promote immune activation. Additionally, ICD inducers can transform "cold" tumors into "hot" tumors by promoting T-cell infiltration and immune response. Coupling technologies, including ADCs and PDCs, enable targeted delivery of cytotoxic drugs, reducing systemic toxicity. ADCs, which combine monoclonal antibodies with cytotoxic payloads, have shown promise in clinical trials. However, challenges such as incomplete internalization and off-target effects limit their efficacy. Non-internalizing ADCs, which release payloads extracellularly, offer a promising alternative by targeting tumor-specific antigens without relying on internalization. Despite these advancements, nanodrug delivery systems face challenges in clinical translation, including differences between preclinical and clinical studies, technical synthesis issues, and the need for standardized production methods. EVs, while promising, require further research to optimize their use in targeted therapy. Overall, DDS and coupling technologies represent significant advancements in cancer immunotherapy, offering new strategies for improving treatment outcomes.