Current chemotherapy treatments lack great selectivity towards tumoral cells, which leads to nonspecific drug distribution and subsequent side effects. In this regard, the use of nanoparticles able to encapsulate and release therapeutic agents has attracted growing attention. In this sense, mesoporous silica nanoparticles (MSNs) have been widely employed as drug carriers owing to their exquisite physico-chemical properties. Because MSNs present a surface full of silanol groups, they can be easily functionalized to endow the nanoparticles with many different functionalities, including the introduction of moieties with affinity for the cell membrane or relevant compartments within the cell, thus increasing the efficacy of the treatments. This review manuscript will provide the state-of-the-art on MSNs functionalized for targeting subcellular compartments, focusing on the cytoplasm, the mitochondria, and the nucleus.