All-Trans Retinoic Acid (ATRA) is the most active metabolite of vitamin A. It is critically involved in the regulation of multiple processes, such as cell differentiation and apoptosis, by activating specific genomic pathways or by influencing key signaling proteins. Furthermore, mounting evidence highlights the anti-tumor activity of this compound. Notably, oral administration of ATRA is the first choice treatment in Acute Promyelocytic Leukemia (APL) in adults and NeuroBlastoma (NB) in children. Regrettably, the promising results obtained for these diseases have not been translated yet into the clinics for solid tumors. This is mainly due to ATRA-resistance developed by cancer cells and to ineffective delivery and targeting. This up-to-date review deals with recent studies on different ATRA-loaded Drug Delivery Systems (DDSs) development and application on several tumor models. Moreover, patents, pre-clinical, and clinical studies are also reviewed. To sum up, the main aim of this in-depth review is to provide a detailed overview of the several attempts which have been made in the recent years to ameliorate ATRA delivery and targeting in cancer.