Gynecological cancers rank among the leading causes of death for women worldwide. Traditional treatment methods, including surgery, chemotherapy, and radiotherapy, are commonly employed in patients with these tumors. However, the effectiveness of these approaches remains suboptimal due to issues like treatment resistance and challenges in early detection. As an alternative, immunotherapy has shown promise by offering improved anti-tumor responses and fewer side effects. In recent years, there have been significant advances in nanoparticle (NP) and nanoengineering technologies, paving the way for the development of nano-immunotherapy—an approach designed to enhance the effectiveness of immunotherapy. Thanks to the flexibility, adaptability, small size, and responsiveness of NP platforms to the tumor microenvironment (TME), nano-immunotherapy has demonstrated improved anti-tumor activity and safety. This is achieved through enhanced tumor targeting, better delivery of immune agents, and reduced toxicity and side effects. Recently, researchers have explored the application of nano-immunotherapy in treating gynecological cancers, aiming to slow tumor progression and improve patient outcomes. In this review, we provide an overview of the latest advances in nano-immunotherapy for gynecological cancers, including ovarian, cervical, and endometrial cancers. Additionally, we discuss the challenges facing the clinical translation of nano-immunotherapy from the lab to real-world applications.