This literature review investigates how self-driving autonomous delivery robots (ADRs) impact last-mile deliveries, add value to the logistics and transport industry, and contribute to creating competitive business models. Autonomous vehicles are still a developing technology and ADRs could possibly be one of the solutions to the last-mile problem, in particular in cities and for urban freight with an increasing number of parcels to deliver. Last-mile delivery is also changing as e-commerce and more demanding customers emerge. Such development, however, faces challenges regarding infrastructure, externalities such as CO2 emissions, and shorter delivery-time requirements. This review, focused on ADRs, reveals four major themes (operations, infrastructure, regulations, and acceptance) through which we explain the barriers and benefits of using ADRs for last-mile deliveries. The review shows that the operations of ADRs can impact last-mile deliveries by lowering costs, optimising the use of time, and reducing externalities. The review also shows that the foundation of last-mile infrastructure would have to change if ADRs are to be used to a greater extent. Regulations for ADRs are still not yet in place, which makes the market somewhat confused. The acceptance of ADRs in society is another challenge because the innovation of ADRs is still new and unfamiliar. Altogether, the use of ADRs for last-mile deliveries shows great potential, based on the promising results of the articles reviewed. However, most studies on ADRs have been theoretical in nature, such as models, which highlights the need for real-world case studies and implementations.