Anti-cancer therapeutics have achieved significant advances due to the emergence of immunotherapies that rely on the identification of tumors by the patients' immune system and subsequent tumor eradication. However, tumor cells often escape immunity, leading to poor responsiveness and easy tolerance to immunotherapy. Thus, the potentiated anti-tumor immunity in patients resistant to immunotherapies remains a challenge. Reactive oxygen species-based dynamic nanotherapeutics are not new in the anti-tumor field, but their potential as immunomodulators has only been demonstrated in recent years. Dynamic nanotherapeutics can distinctly enhance anti-tumor immune response, which derives the concept of the dynamic immuno-nanomedicines (DINMs). This review describes the pivotal role of DINMs in cancer immunotherapy and provides an overview of the clinical realities of DINMs. The preclinical development of emerging DINMs is also outlined. Moreover, strategies to synergize the antitumor immunity by DINMs in combination with other immunologic agents are summarized. Last but not least, the challenges and opportunities related to DINMs-mediated immune responses are also discussed.