Glioblastoma Multiforme (GBM) is a multifaceted and complex disease, which has experienced no changes in treatment for nearly two decades and has a 5-year survival rate of only 5.4%. Alongside challenges in delivering chemotherapeutic agents across the blood brain barrier (BBB) to the tumour, the immune microenvironment is also heavily influenced by tumour signalling. Immunosuppression is a major aspect of GBM; however, evidence remains conflicted as to whether pro-inflammatory or anti-inflammatory therapies are the key to improving GBM treatment. To address both of these issues, particle delivery systems can be designed to overcome BBB transport while delivering a wide variety of immune-stimulatory molecules to investigate their effect on GBM. This review explores literature from the past 3 years that combines particle delivery systems alongside immunotherapy for the effective treatment of GBM.