Poly(lactic-co-glycolic acid) (PLGA) particles are a widely used and extensively studied drug delivery system. The favorable properties of PLGA such as good bioavailability, controlled release, and an excellent safety profile due to the biodegradable polymer backbone qualified PLGA particles for approval by the authorities for the application as a drug delivery platform in humas. In recent years, immunotherapy has been established as a potent treatment option for a variety of diseases. However, immunomodulating drugs rely on targeted delivery to specific immune cell subsets and are often rapidly eliminated from the system. Loading of PLGA particles with drugs for immunotherapy can protect the therapeutic compounds from premature degradation, direct the drug delivery to specific tissues or cells, and ensure sustained and controlled drug release. These properties present PLGA particles as an ideal platform for immunotherapy. Here, we review recent advances of particulate PLGA delivery systems in the application for immunotherapy in the fields of allergy, autoimmunity, infectious diseases, and cancer.