As the first line of host defense against pathogenic infections, innate immunity plays a key role in antitumor immunotherapy. The cyclic GMP-AMP synthase (cGAS)-stimulator of interferon genes (STING) (cGAS-STING) pathway has attracted much attention because of the secretion of various proinflammatory cytokines and chemokines. Many STING agonists have been identified and applied into preclinical or clinical trials for cancer immunotherapy. However, the fast excretion, low bioavailability, nonspecificity, and adverse effects of the small molecule STING agonists limit their therapeutic efficacy and in vivo application. Nanodelivery systems with appropriate size, charge, and surface modification are capable of addressing these dilemmas. In this review, the mechanism of the cGAS-STING pathway is discussed and the STING agonists, focusing on nanoparticle-mediated STING therapy and combined therapy for cancers, are summarized. Finally, the future direction and challenges of nano-STING therapy are expounded, emphasizing the pivotal scientific problems and technical bottlenecks and hoping to provide general guidance for its clinical application.