For years, surgery, radiotherapy, and chemotherapy have been the gold standards to treat cancer, although continuing research has sought a more effective approach. While advances can be seen in the development of anticancer drugs, the tools that can improve their delivery remain a challenge. As anticancer drugs can affect the entire body, the control of their distribution is desirable to prevent systemic toxicity. The application of a suitable drug delivery platform may resolve this problem. Among other materials, silks offer many advantageous properties, including biodegradability, biocompatibility, and the possibility of obtaining a variety of morphological structures. These characteristics allow the exploration of silk for biomedical applications and as a platform for drug delivery. We have reviewed silk structures that can be used for local and systemic drug delivery for use in cancer therapy. After a short description of the most studied silks, we discuss the advantages of using silk for drug delivery. The tables summarize the descriptions of silk structures for the local and systemic transport of anticancer drugs. The most popular techniques for silk particle preparation are presented. Further prospects for using silk as a drug carrier are considered. The application of various silk biomaterials can improve cancer treatment by the controllable delivery of chemotherapeutics, immunotherapeutics, photosensitizers, hormones, nucleotherapeutics, targeted therapeutics (e.g., kinase inhibitors), and inorganic nanoparticles, among others.