Compared to cancer nanomedicine, cancer immune nanomedicine presents unique challenges stemming from the complexity of the tumour responses to immunotherapy. This Perspective describes some of the factors contributing to this complexity and offers thoughts on how nanomedicine researchers can include them in their experimental design. Immunotherapy is known to be clinically beneficial for cancer patients and in many cases represents the new standard of care. Because of this success, the interest in integrating nanomedicine with cancer immunotherapy to further improve clinical response and toxicity profiles has grown. However, unlike conventional systemic therapies, which are directly cytotoxic to tumour cells, cancer immunotherapy relies on the host's immune system to generate tumouricidal effects. As such, proper design of cancer immune nanomedicine requires scrutiny of tumours' intrinsic and extrinsic factors that may impact host antitumour immunity. Here, we highlight key parameters that differentiate cancer immunotherapy from conventional cytotoxic agents, and we discuss their implications for designing preclinical cancer immune nanomedicine studies. We emphasize that these factors, including intratumoural genomic heterogeneity, commensal diversity, sexual dimorphism and biological ageing, which were largely ignored in traditional cancer nanomedicine experiments, should be carefully considered and incorporated into cancer immune nanomedicine investigations given their critical involvement in shaping the body's antitumour immune responses.