Anthracyclines (doxorubicin, daunorubicin, and idarubicin) are very effective chemotherapeutic drugs to treat many cancers; however, the development of multiple drug resistance (MDR) is one of the major limitations for their clinical applications. Nano-delivery systems have emerged as the novel cancer therapeutics to overcome MDR. Up until now, many anthracycline nano-delivery systems have been developed and reported to effectively circumvent MDR both in-vitro and in-vivo, and some of these systems have even advanced to clinical trials, such as the HPMA-doxorubicin (HPMA-DOX) conjugate. Doxil, a DOX PEGylated liposome formulation, was developed and approved by FDA in 1995. Unfortunately, this formulation does not address the MDR problem. In this comprehensive review, more than ten types of developed anthracycline nano-delivery systems to overcome MDR and their proposed mechanisms are covered and discussed, including liposomes; polymeric micelles, conjugate and nanoparticles; peptide/protein conjugates; solid-lipid, magnetic, gold, silica, and cyclodextrin nanoparticles; and carbon nanotubes.