Described herein are compositions including an immune effector cells that are chemically modified at the surface with one or more active agent-loaded nano- or micro-particles for controlled release of the active agent. Exemplary drug-loaded nanoparticles include crosslinked multilayer liposome (CMLV) encapsulating an A2a receptor inhibitor. The modified immune effector cells may also present one or more chimeric antigen receptors (CARs) on the surface. Also provided are methods of using the same to treat cancer.