Pancreatic cancer (PC) remains the seventh leading cause of cancer-related deaths worldwide and the third in the United States, making it one of the most lethal solid malignancies. Unfortunately, the symptoms of this disease are not very apparent despite an increasing incidence rate. Therefore, at the time of diagnosis, 45% of patients have already developed metastatic tumours. Due to the aggressive nature of the pancreatic tumours, local interventions are required in addition to first-line treatments. Locoregional interventions affect a specific area of the pancreas to minimize local tumour recurrence and reduce the side effects on surrounding healthy tissues. However, compared to the number of new studies on systemic therapy, very little research has been conducted on localised interventions for PC. To address this unbalanced focus and to shed light on the tremendous potentials of locoregional therapies, this work will provide a detailed discussion of various localised treatment strategies. Most importantly, to the best of our knowledge, the aspect of localised drug delivery systems used in PC was unprecedentedly discussed in this work. This review is meant for researchers and clinicians considering utilizing local therapy for the effective treatment of PC, providing a thorough guide on recent advancements in research and clinical trials toward locoregional interventions, together with the authors’ insight into their potential improvements.