Cancer immunotherapy, which suppresses cancer progression by activating the anti-cancer immunity of patients, shows utility in treating multiple types of cancers. Immunogenic cell death (ICD) induced by most clinical treatment modalities plays a critical role in promoting cancer immunotherapy by releasing tumor-associated antigens and neoantigens and exposing "danger signals" to stimulate immune cells. This comment article presents the different roles of nanoparticles in various treatment modalities of cancers, including chemotherapy, radiotherapy, photodynamic and photothermal therapies, and therapy with radiated tumor cell-released nanoparticles, which often activate anti-cancer immunological effects by inducing ICD of cancer cells, and highlights the challenges and opportunities of ICD-related cancer immunotherapy in the clinic.