Host-tumor immune interactions play critical roles in the natural history of tumors, including oncogenesis, progress and metastasis. On the one hand, neoantigens have the potential to drive a tumor-specific immune response. In tumors, immunogenic cell death (ICD) triggered by various inducers can initiate a strong host anti-immune response. On the other hand, the tolerogenic tumor immune microenvironment suppresses host immune responses that eradicate tumor cells and impair the effect of tumor therapy. Therefore, a deeper understanding and more effective manipulation of the intricate host-tumor immune interaction involving the host, tumor cells and the corresponding tumor immune microenvironment are required. Despite the encouraging breakthroughs resulting from tumor immunotherapy, no single strategy has elicited sufficient or sustained antitumor immune responses in most patients with specific malignancies due to limited activation of specific antitumor immune responses and inadequate remodeling of the tolerogenic tumor immune microenvironment. However, nanotechnology provides a unique paradigm to simultaneously tackle all these challenges, including effective "targeted" delivery of tumor antigens, sustained ICD mediation, and "cold" tumor microenvironment remodeling. In this review, we focus on several key concepts in host-tumor immune interactions and discuss the corresponding therapeutic strategy based on the application of nanoparticles.