Lung cancer, characterized by high mortality, demands more precise and efficient treatment strategies, while the tumor microenvironment (TME) plays a pivotal role in its progression and therapy resistance. In recent years, nanomedicine has emerged as a promising approach to reprogram the immunosuppressive TME and enhance antitumor immunity. This review comprehensively summarizes the latest advances in targeting key immunocytes, including antigen-presenting cells (APCs), cytotoxic cells, regulatory T cells (Tregs), tumor-associated macrophages (TAMs), myeloid-derived suppressor cells (MDSCs), and tumor-associated neutrophils (TANs), using nanomaterial-based strategies for lung cancer treatment. We discuss the design rationale, targeting mechanisms, and therapeutic benefits of various nanoplatforms, highlighting their potential to improve immune activation and drug delivery while minimizing off-target effects. Additionally, we address current challenges including cellular heterogeneity, inadequate tumor penetration, and immune-related adverse events. Finally, we offer perspectives on the future development of immunocyte-targeted nanomedicines, with an emphasis on biomimetic strategies, multi-target approaches, and clinical translation. This review aims to provide a mechanistic foundation and practical guidance for advancing nano-immunotherapy in lung cancer.