Engineered nanomaterials with various physicochemical properties have been increasingly used in medical diagnosis, imaging, and drug delivery. However, nanomaterials can either provoke or attenuate the immune responses, which is critical to their efficacies. Macrophages are the first line to clear away foreign pathogens and materials by phagocytosis and contribute antigen-presenting in adaptive immunity. Hence, understanding and tuning the immune response of macrophages towards nanomaterials is dramatically useful and important for its application. In this thesis, I have developed new nanomaterials with the capability to modulate immune responses. I first studied how surface functionalities interact and impact on immune response in vitro and in vivo. The results demonstrated that nanoparticles with different hydrophobic moieties can induce variable immune response under the inflammation mice model. This provides new clues for designing nanomaterial with practical applications. Later, I applied gold nanoparticle-stabilized nanocapsules (NPCSs) for siRNA-delivery to efficiently knock down a pro-inflammatory cytokine expression in macrophages. I found that NPCS/siRNA injection lead to a significant cytokine depletion and immunomodulation in vitro and in vivo. At last, my research was focused on tuning surface functionality to understand the catalytic activity of bioorthogonal nanozymes and applying them for immunomodulation and cancer therapy. In summary, I demonstrated several approaches to modulate the immune response of macrophages, providing the potential of nanomaterials for immunotherapies.