Peptides are an important class of biomaterials that are widely used in the biomedical field due to their biocompatibility, bioavailability, and structural diversity. They self-assemble into a variety of architectures by weak intermolecular interactions such as π-effects, van der Waals forces, ionic attraction, the hydrophobic effect, and hydrogen bonding, resulting in many advantages in cancer treatment. Self-assembling peptide nanostructures perform two functions: they act as nanocarriers to deliver drugs to tumor sites, and they regulate drug properties, for example, enhancing drug stability, improving the optical properties of photosensitizers, and increasing the immune response. This review focuses on peptide-based supramolecular nanodrugs or nanocarriers for different cancer treatment modalities, such as chemotherapy, phototherapy, and immunotherapy. In particular, peptides with special bioactive properties, such as tumor targeting, microenvironmental responsiveness, and antigenicity, will be highlighted for their utility in the effort to conquer cancer.