Disclosed herein are immunotherapeutic constructs comprising a delivery particle, at least one adjuvant, and one or more therapeutic agents/compounds that cause antigen release and/or modulate immunosuppressive tumor microenvironment. These immunotherapeutic constructs create adaptive immunity or anti-cancer immune response(s) that can be used, for instance, to prevent and treat broad types of cancer. Further disclosed are uses of the immunotherapeutic constructs, including to prevent and treat cancer in humans and animals.