In recent years, intratumoral immune injection, as an emerging drug delivery modality in the treatment of advanced malignant tumors, has not only improved drug bioavailability, but also reduced systemic toxicity by injecting bacteria and toxins, oncolytic viruses, cytokines, monoclonal antibodies, immune cells, pattern recognition receptor agonists, chemotherapeutic agents, mRNA, and antibody-drug conjugates into solid tumors. In addition, the development of drug delivery carriers such as iodized oil, hydrogel, nanoparticles and drug-carrying microspheres has solved the problem that drugs injected intratumorally are prone to diffuse through the vascular system and are difficult to remain locally for a long period of time. An in-depth exploration of the research progress of intratumoral immune injection of drugs and drug delivery carriers can provide a reference for further research on intratumoral immune injection, and improve the clinical benefits for patients with solid tumors.