Most nanodrugs are preprepared by encapsulating or loading the drugs with nanocarriers (e.g., dendrimers, liposomes, micelles, and polymeric nanoparticles). However, besides the low bioavailability and fast excretion of the nanodrugs in vivo, nanocarriers often exhibit in vitro and in vivo cytotoxicity, oxidative stress, and inflammation. Self-assembly is a ubiquitous process in biology where it plays important roles and underlies the formation of a wide variety of complex biological structures. Inspired by some cellular nanostructures (e.g., actin filaments, microtubules, vesicles, and micelles) in biological systems which are formed via molecular self-assembly, in recent decades, scientists have utilized self-assembly of oligomeric peptide under specific physiological or pathological environments to in situ construct nanodrugs for lesion-targeted therapies. On one hand, peptide-based nanodrugs always have some excellent intrinsic chemical (specificity, intrinsic bioactivity, biodegradability) and physical (small size, conformation) properties. On the other hand, stimuli-regulated intracellular self-assembly of nanodrugs is quite an efficient way to accumulate the drugs in lesion location and can realize an in situ slow release of the drugs. In this review article, we provided an overview on recent design principles for intracellular peptide self-assembly and illustrate how these principles have been applied for the in situ preparation of nanodrugs at the lesion location. In the last part, we list some challenges underlying this strategy and their possible solutions. Moreover, we envision the future possible theranostic applications of this strategy.