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This review explores nanocapsules as a versatile platform to overcome the limitations of drug resistance inherent in conventional cancer therapy and immunotherapy. These nanosystems are capable of enhancing drug delivery, facilitating immune activation and modulating the tumor microenvironment. The review systematically classifies nanocapsules into distinct categories, including bacterial carriers, protein frameworks, lipids, metals, inorganic non-metals and polymers. Key findings demonstrate that nanocapsules possess the capacities for targeted delivery, stimuli-responsive release and synergistic combination with chemotherapy, radiotherapy, as well as photodynamic/photothermal therapy. However, several hurdles remain for their clinical translation, namely insufficient clinical trials and challenges in production scalability. In addition, the review discusses the impacts of different physical properties of nanocapsules and the underlying mechanisms of drug resistance. By uniquely integrating the classification of nanocapsules with corresponding therapeutic strategies, this review provides valuable insights for improving the efficacy of tumor immunotherapy.