Cancer incidence and mortality rates are increasing annually. Treatment with surgery, chemotherapy and radiation therapy (RT) is unsatisfactory because many patients have advanced disease at the initial diagnosis. However, the emergence of immunotherapy promises to be an effective strategy to improve the outcome of advanced tumors. Immune checkpoint antibodies, which are at the forefront of immunotherapy, have had significant success but still leave some cancer patients without benefit. For more cancer patients to benefit from immunotherapy, it is necessary to find new drugs and combination therapeutic strategies to improve the outcome of advanced cancer patients and achieve long-term tumor control or even eradication. Peptides are promising choices for tumor immunotherapy drugs because they have the advantages of low production cost, high sequence selectivity, high tissue permeability, low toxicity and low immunogenicity etc., and the adjuvant matching and technologies like nanotechnology can further optimize the effects of peptides. In this review, we present the current status and mechanisms of research on peptides targeting multiple immune cells (T cells, natural killer (NK) cells, dendritic cells (DCs), tumor-associated macrophages (TAMs), regulatory T cells (Tregs)) and immune checkpoints in tumor immunotherapy; and we summarize the current status of research on peptide-based tumor immunotherapy in combination with other therapies including RT, chemotherapy, surgery, targeted therapy, cytokine therapy, adoptive cell therapy (ACT) and cancer vaccines. Finally, we discuss the current status of peptide applications in mRNA vaccine delivery.