The coronavirus disease-19 (COVID-19) is caused by the severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2). The long incubation period of this new virus, which is mostly asymptomatic yet contagious, is a key reason for its rapid spread across the world. Currently, there is no worldwide-approved treatment for COVID-19. Therefore, the clinical and scientific communities have joint efforts to reduce the severe impact of the outbreak. Research on previous emerging infectious diseases have created valuable knowledge that is being exploited for drug repurposing and accelerated vaccine development. Nevertheless, it is important to generate knowledge on SARS-CoV-2 mechanisms of infection and its impact on host immunity, to guide the design of COVID-19 specific therapeutics and vaccines suitable for mass immunization. Nanoscale delivery systems are expected to play a paramount role in the success of these prophylactic and therapeutic approaches. This Review provides an overview of SARS-CoV-2 pathogenesis and examines immune-mediated approaches currently explored for COVID-19 treatments, with an emphasis on nanotechnological tools.