Cancer immunotherapy has been extremely successful in curing patients over the last decade. Immune checkpoint blockades (ICBs) that unleash the brakes in T-cells to promote cytotoxicity against cancer cells are the most successful forms of cancer immunotherapy, yet therapeutic efficacy needs to be improved as only a fraction of patients responds. Dendritic cells (DCs) are immune cells that prime immune responses by collecting information in tumour tissues, and carrying that information to T-cells, thus delivering proper information to DCs is essential. Biomaterial-based approaches can be powerful tools for this purpose, as biomaterials allow us to deliver a variety of immunotherapeutic agents at the right time and place. Herein, we review the key concepts of cancer immunotherapy; discuss the principles for designing biomaterials to deliver immunomodulatory molecules; and outline biomaterial-based strategies to prime anti-cancer immune responses. Specifically, we focus on two widely used forms of biomaterials, multifunctional nanoparticles and biocompatible scaffolds.