Breakthroughs in materials engineering have accelerated the progress of immunotherapy in preclinical studies. The interplay of chemistry and materials has resulted in improved loading, targeting, and release of immunomodulatory agents. An overview of the materials that are used to enable or improve the success of immunotherapies in preclinical studies is presented, from immunosuppressive to proinflammatory strategies, with particular emphasis on technologies poised for clinical translation. The materials are organized based on their characteristic length scale, whereby the enabling feature of each technology is organized by the structure of that material. For example, the mechanisms by which i) nanoscale materials can improve targeting and infiltration of immunomodulatory payloads into tissues and cells, ii) microscale materials can facilitate cell‐mediated transport and serve as artificial antigen‐presenting cells, and iii) macroscale materials can form the basis of artificial microenvironments to promote cell infiltration and reprogramming are discussed. As a step toward establishing a set of design rules for future immunotherapies, materials that intrinsically activate or suppress the immune system are reviewed. Finally, a brief outlook on the trajectory of these systems and how they may be improved to address unsolved challenges in cancer, infectious diseases, and autoimmunity is presented. Immunotherapy has established a new paradigm for the management and treatment of diseases, leading to numerous clinical breakthroughs. The means by which materials have helped overcome critical barriers associated with emerging immunotherapies are reviewed, and new opportunities for their continued advancement are discussed.