Pyroptosis is a new type of programmed cell death that can efficiently enhance the immune response by inducing cell lysis and inflammation, thereby facilitating tumor immunotherapy. Recently, an increasing number of studies have revealed close relationships between pyroptosis and nanomedicine, which has been regarded as a new strategy for developing nanomedicine-based immunotherapy for highly effective therapy of various cancers. In this review, the development and associated signaling pathways for pyroptosis, including the correlation between pyroptosis and anti-tumor immunity, were first presented. Then, various nanomedicines that induce pyroptosis for tumor therapy, especially immunotherapy, were systematically discussed. Finally, the current challenges and constructive perspectives in this field were proposed.