Therapeutic oligonucleotides (TOs) represent one of the most promising drug candidates in the targeted cancer treatment due to their high specificity and capability of modulating cellular pathways that are not readily druggable. However, efficiently delivering of TOs to cancer cellular targets is still the biggest challenge in promoting their clinical translations. Emerging as a significant drug delivery vector, nanoparticles (NPs) can not only protect TOs from nuclease degradation and enhance their tumor accumulation, but also can improve the cell uptake efficiency of TOs as well as the following endosomal escape to increase the therapeutic index. Furthermore, targeted and on-demand drug release of TOs can also be approached to minimize the risk of toxicity towards normal tissues using stimuli-responsive NPs. In the past decades, remarkable progresses have been made on the TOs delivery based on various NPs with specific purposes. In this review, we will first give a brief introduction on the basis of TOs as well as the action mechanisms of several typical TOs, and then describe the obstacles that prevent the clinical translation of TOs, followed by a comprehensive overview of the recent progresses on TOs delivery based on several various types of nanocarriers containing lipid-based nanoparticles, polymeric nanoparticles, gold nanoparticles, porous nanoparticles, DNA/RNA nanoassembly, extracellular vesicles, and imaging-guided drug delivery nanoparticles.