Cancer immunotherapy is a promising antitumor approach, whereas nontherapeutic side effects, tumor microenvironment (TME) intricacy, and low tumor immunogenicity limit its therapeutic efficacy. In recent years, combination immunotherapy with other therapies has been proven to considerably increase antitumor efficacy. However, achieving codelivery of the drugs to the tumor site remains a major challenge. Stimulus-responsive nanodelivery systems show controlled drug delivery and precise drug release. Polysaccharides, a family of potential biomaterials, are widely used in the development of stimulus-responsive nanomedicines due to their unique physicochemical properties, biocompatibility, and modifiability. Here, the antitumor activity of polysaccharides and several combined immunotherapy strategies (e.g., immunotherapy combined with chemotherapy, photodynamic therapy, or photothermal therapy) are summarized. More importantly, the recent progress of polysaccharide-based stimulus-responsive nanomedicines for combination cancer immunotherapy is discussed, with the focus on construction of nanomedicine, targeted delivery, drug release, and enhanced antitumor effects. Finally, the limitations and application prospects of this new field are discussed.