Activation of the innate immune STimulator of INterferon Genes (STING) pathway potentiates antitumour immunity, but systemic delivery of STING agonists to tumours is challenging. We conjugated STING-activating cyclic dinucleotides (CDNs) to PEGylated lipids (CDN-PEG-lipids; PEG, polyethylene glycol) via a cleavable linker and incorporated them into lipid nanodiscs (LNDs), which are discoid nanoparticles formed by self-assembly. Compared to state-of-the-art liposomes, intravenously administered LNDs carrying CDN-PEG-lipid (LND-CDNs) exhibited more efficient penetration of tumours, exposing the majority of tumour cells to STING agonist. A single dose of LND-CDNs induced rejection of established tumours, coincident with immune memory against tumour rechallenge. Although CDNs were not directly tumoricidal, LND-CDN uptake by cancer cells correlated with robust T-cell activation by promoting CDN and tumour antigen co-localization in dendritic cells. LNDs thus appear promising as a vehicle for robust delivery of compounds throughout solid tumours, which can be exploited for enhanced immunotherapy.