Pentacyclic triterpenoids (TTs) represent a unique family of phytochemicals with interesting properties and pharmacological effects, with some representatives, such as betulinic acid (BA) and betulin (B), being mainly investigated as potential anticancer molecules. Considering the recent scientific and preclinical investigations, a review of their anticancer mechanisms, structure-related activity, and efficiency improved by their insertion in nanolipid vehicles for targeted delivery is presented. A systematic literature study about their effects on tumor cells in vitro and in vivo, as free molecules or encapsulated in liposomes or nanolipids, is discussed. A special approach is given to liposome-TTs and nanolipid-TTs complexes to be linked to microbubbles, known as contrast agents in ultrasonography. The production of such supramolecular conjugates to deliver the drugs to target cells via sonoporation represents a new scientific and applicative direction to improve TT efficiency, considering that they have limited availability as lipophilic molecules. Relevant and recent examples of in vitro and in vivo studies, as well as the challenges for the next steps towards the application of these complex delivery systems to tumor cells, are discussed, as are the challenges for the next steps towards the application of targeted delivery to tumor cells, opening new directions for innovative nanotechnological solutions.