Provided are nanoparticles comprising heparin, chitosan, and at least one immunomodulatory agent, e.g. a cytokine. The cytokine can be selected from the group consisting of TNF, IL-12, IL-2, IL-23, IL-1α, IL-10, IL-18, and combinations thereof. Further provided are methods of making a nanoparticle comprising mixing a first composition comprising heparin with a second composition comprising chitosan in the presence of at least one cytokine to form a third composition. Further provided are methods of modulating an immune response comprising co-administering to a subject an antigen or vaccine with nanoparticles comprising heparin, chitosan, and at least one cytokine.