Osteosarcomas (OS), especially those with metastatic or unresectable disease, have limited treatment options. The greatest advancement in treatments occurred in the 1980s when multi-agent chemotherapy, including doxorubicin, cisplatin, high-dose methotrexate, and, in some regimens, ifosfamide, was demonstrated to improve overall survival compared with surgery alone. However, standard chemotherapeutic options have been limited by poor response rates in patients with relapsed or advanced cases. It has been reported that VEGFR expression correlates with the outcome of patients with osteosarcoma and circulating VEGF level has been associated with the development of lung metastasis. At present, it seems to us that progress has not been made since Grignani reported a phase II cohort trial of sorafenib and sorafenib combined with everolimus for advanced osteosarcoma, which, in a sense, have become a milestone as a second-line therapy for osteosarcoma. Although the recognization of muramyltripepetide phosphatidyl-ethanolamine has made some progress based on its combination with standard chemotherapy, its effect on refractory cases is controversial. Personalized comprehensive molecular profiling of high-risk osteosarcoma up to now has not changed the therapeutic prospect of advanced osteosarcoma significantly. Thus, how far have we moved forward and what therapeutic strategy should we prefer for anti-angiogenesis therapy? This review provides an overview of the most updated anti-angiogenesis therapy in OS and discusses some clinical options in order to maintain or even improve progression-free survival.