Oligonucleotide (ON) therapeutics are molecular target agents composed of chemically synthesized DNA or RNA molecules capable of inhibiting gene expression or protein function. How ON therapeutics can efficiently reach the inside of target cells remains a problem still to be solved in the majority of potential clinical applications. The chemical structure of ON compounds could affect their capability to pass through the plasma membrane. Other key factors are nuclease degradation in the extracellular space, renal clearance, reticulo-endothelial system, and at the target cell level, the endolysosomal system and the possible export via exocytosis. Several delivery platforms have been proposed to overcome these limits including the use of lipidic, polymeric, and inorganic nanoparticles, or hybrids between them. The possibility of evaluating the efficacy of the proposed therapeutic strategies in useful in vivo models is still a pivotal need, and the employment of zebrafish (ZF) models could expand the range of possibilities. In this review, we briefly describe the main ON therapeutics proposed for anticancer treatment, and the different strategies employed for their delivery to cancer cells. The principal features of ZF models and the pros and cons of their employment in the development of ON-based therapeutic strategies are also discussed.