Cancer represents one of the leading causes of morbidity and mortality worldwide, imposing an urgent need to develop more efficient treatment alternatives. In this respect, much attention has been drawn from conventional cancer treatments to more modern approaches, such as the use of nanotechnology. Extensive research has been done for designing innovative nanoparticles able to specifically target tumor cells and ensure the controlled release of anticancer agents. To avoid the potential toxicity of synthetic materials, natural nanoparticles started to attract increasing scientific interest. In this context, this paper aims to review the most important natural nanoparticles used as active ingredients (e.g., polyphenols, polysaccharides, proteins, and sterol-like compounds) or as carriers (e.g., proteins, polysaccharides, viral nanoparticles, and exosomes) of various anticancer moieties, focusing on their recent applications in treating diverse malignancies.