Efficient delivery of tumor antigen peptides and adjuvants to dendritic cells in lymphoid organs is critical for eliciting potent tumor antigen-specific CD8+ T cell responses. However, soluble antigens and adjuvants often suffer from rapid clearance and fail to induce strong T-cell responses. Synthetic high-density lipoproteins (sHDL) nanodiscs, which are 10-nm discoidal nanoparticles, have been shown to facilitate the co-delivery of peptide antigens and adjuvants to lymph nodes and induce strong and durable antigen presentation by dendritic cells, which markedly improve the overall magnitude of antigen-specific T cell responses. Here we summarize the methods for preparing sHDL-based peptide cancer vaccines and protocols for analyzing the T cell responses against different tumor antigens. We envision that these methods will be helpful in developing and assessing other nanoparticle-based peptide cancer vaccines in the future.