As an emerging and promising treatment method, gas therapy has attracted more and more attention for the treatment of inflammation-related diseases, especially cancer. However, therapeutic/therapy-assisted gases (NO, CO, H2S, H2, O2, SO2, and CO2) and most of their prodrugs lack the abilities of active intratumoral accumulation and controlled gas release, causing limited cancer therapy efficacy and potential side effects. Therefore, the development of nanomedicines to realize the tumour-targeted and controlled release of therapeutic/therapy-assisted gases is greatly desired, and also the combination of other therapeutic modes with gas therapy by multifunctional nanocarrier platforms can augment cancer therapy efficacy and also reduce their side effects. How to design nanomedicines with these functions is vitally important but challenging. In this review, we have summarized a series of engineering strategies for the construction of advanced gas-releasing nanomedicines from four aspects, 1) stimuli-responsive strategies for controlled gas release, 2) catalytic strategies for controlled gas release, 3) tumour-targeted gas delivery strategies, 4) multi-model combination strategies based on gas therapy. Moreover, we have also pointed out current issues and gaps in knowledge, and have envisaged current trends and future prospects of advanced nanomedicines for gas therapy of cancer. The review should be inspiring for guidance of the engineering of advanced gas-releasing nanomedicines.