Cancer immunotherapy by educating or stimulating patients’ own immune systems to attack cancer cells has demonstrated promising therapeutic responses in the clinic. However, although the number of approved immunotherapeutics is rapidly increasing, key challenges such as limited clinical response rate and significant autoimmunity-related adverse effects remain to be resolved. Recently, it has been discovered that a diverse range of biomaterials-assisted local treatment methods including localized radiotherapy, chemotherapy or phototherapy are able to stimulate the immune systems, often by inducing immunogenic cell death (ICD). The triggered tumor-specific immunological responses after such local treatments, especially in combination with immune checkpoint blockade (ICB) therapy, can achieve a significant abscopal effect to attack whole-body spreading metastatic cancer cells, and later on result in immune memory to inhibit tumor recurrence. Moreover, local delivery of immunomodulatory therapeutics with biomaterials has also been demonstrated to be an alternative strategy to improve the therapeutic responses and reduce side effects of cancer immunotherapy. In this review, we would like to summarize the latest advances, challenges and opportunities in utilizing biomaterials-assisted local treatment strategies for enhancing anticancer immunity, and discuss further prospects in this field together with how this strategy may possibly be translated into clinical use.