Despite great efforts and advancement in the treatment of cancer, tumor recurrence and metastasis remain significant challenges and demand novel therapy strategies. Recently, advances in biomaterials and drug delivery systems have facilitated the development of the local therapy of cancer, among which electrospun nanofibrous scaffolds show great promise owing to their porous structure, relatively large surface area, high drug loading capacity, similarity with the native extracellular matrix, and possibility of the combination of various therapies. Here, we review this rapidly developing field of electrospun nanofibrous scaffolds as a drug delivery system for cancer local therapy, in particular addressing stimuli-responsive drug release, as well as its combination with stem cell and immune therapy. Challenges and future perspectives are also discussed.