In this review we will overview novel nanotechnological nanocarrier systems for cancer therapy focusing on recent development in polyelectrolyte capsules for targeted delivery of antineoplastic drugs against cancer cells. Biodegradable polyelectrolyte microcapsules (PMCs) are supramolecular assemblies of particular interest for therapeutic purposes, as they can be enzymatically degraded into viable cells, under physiological conditions. Incorporation of small bioactive molecules into nano-to-microscale delivery systems may increase drug's bioavailability and therapeutic efficacy at single cell level giving desirable targeted therapy. Layer-by-layer (LbL) self-assembled PMCs are efficient microcarriers that maximize drug's exposure enhancing antitumor activity of neoplastic drug in cancer cells. They can be envisaged as novel multifunctional carriers for resistant or relapsed patients or for reducing dose escalation in clinical settings.