Hydrogels, a class of materials with a 3D network structure, are widely used in various fields especially in biomedicine. Injectable hydrogels could facilitate the encapsulation and controlled release of small molecular drugs, macromolecular therapeutics, and even cells. With the rapid development of cancer immunotherapy, such injectable hydrogels have attracted wide attention for local immunomodulation to boost systemic anticancer immune responses, realizing more effective immunotherapy at lower doses. The latest progresses in the development of various smart injectable hydrogels for cancer immunotherapy are summarized here. Although applied locally, such injectable hydrogels can activate systemic antitumor immune responses, safely and effectively inhibiting the tumor metastasis and recurrence. Moreover, it is discussed how injectable hydrogel‐based cancer immunotherapy would contribute to the development of next generation of cancer treatment together with their potential for clinical translation.