The aim of cancer immunotherapy is to reactivate autoimmune responses to combat cancer cells. To stimulate the immune system, immunomodulators, such as adjuvants, cytokines, vaccines, and checkpoint inhibitors, are extensively designed and studied. Immunomodulators have several drawbacks, such as drug instability, limited half-life, rapid drug clearance, and uncontrolled immune responses when used directly in cancer immunotherapy. Several strategies have been used to overcome these limitations. A simple and effective approach is the loading of immunomodulators onto gold-based nanoparticles (GNPs). As gold is highly biocompatible, GNPs can be administered intravenously, which aids in increasing cancer cell permeability and retention time. Various gold nanoplatforms, including nanospheres, nanoshells, nanorods, nanocages, and nanostars have been effectively used in cancer immunotherapy. Gold nanostars (GNS) are one of the most promising GNP platforms because of their unusual star-shaped geometry, which significantly increases light absorption and provides high photon-to-heat conversion efficiency due to the plasmonic effect. As a result, GNPs are a useful vehicle for delivering antigens and adjuvants that support the immune system in killing tumor cells by facilitating or activating cytotoxic T lymphocytes. This review represents recent progress in encapsulating immunomodulators into GNPs for utility in a cancer immunotherapeutic regimen.