Gene therapy has emerged as an alternative in the treatment of cancer, particularly in cases of resistance to chemo and radiotherapy. Different approaches to deliver genetic material to tumor tissues have been proposed, including the use of small non-coding RNAs due to their multiple mechanisms of action. However, such promise has shown limits in in vivo application related to RNA's biological instability and stimulation of immunity, urging the development of systems able to overcome those barriers. In this review, we discuss the use of RNA interference in cancer therapy with special attention to the role of siRNA and miRNA and to the challenges of their delivery in vivo. We introduce a promising class of drug delivery system known as micelle-like nanoparticles and explore their synthesis and advantages for gene therapy as well as the recent findings in in vitro, in vivo and clinical studies.