Immuno-stimulative effect of chemotherapy (ISECT) is recognized as a potential alternative to conventional immunotherapies, however, the clinical application is constrained by its inefficiency. Metronomic chemotherapy, though designed to overcome these limitations, offers inconsistent results, with effectiveness varying based on cancer types, stages, and patient-specific factors. In parallel, a wealth of preclinical nanomaterials holds considerable promise for ISECT improvement by modulating the cancer-immunity cycle. In the area of biomedical nanomaterials, current literature reviews mainly concentrate on a specific category of nanomaterials and nanotechnological perspectives, while two essential issues are still lacking, i.e., a comprehensive analysis addressing the causes for ISECT inefficiency and a thorough summary elaborating the nanomaterials for ISECT improvement. This review thus aims to fill these gaps and catalyze further development in this field. For the first time, this review comprehensively discusses the causes of ISECT inefficiency. It then meticulously categorizes six types of nanomaterials for improving ISECT. Subsequently, practical strategies are further proposed for addressing inefficient ISECT, along with a detailed discussion on exemplary nanomedicines. Finally, this review provides insights into the challenges and perspectives for improving chemo-immunotherapy by innovations in nanomaterials.