Polydopamine (PDA), which is derived from marine mussels, has excellent potential in early diagnosis of diseases and targeted drug delivery owing to its good biocompatibility, biodegradability, and photothermal conversion. However, when used as a solid nanoparticle, the application of traditional PDA is restricted because of the low drug-loading and encapsulation efficiencies of hydrophobic drugs. Nevertheless, the emergence of mesoporous materials broaden our horizon. Mesoporous polydopamine (MPDA) has the characteristics of a porous structure, simple preparation process, low cost, high specific surface area, high light-to-heat conversion efficiency, and excellent biocompatibility, and therefore has gained considerable interest. This review provides an overview of the preparation methods and the latest applications of MPDA-based nanodrug delivery systems (chemotherapy combined with radiotherapy, photothermal therapy combined with chemotherapy, photothermal therapy combined with immunotherapy, photothermal therapy combined with photodynamic/chemodynamic therapy, and cancer theranostics). This review is expected to shed light on the multi-strategy antitumor therapy applications of MPDA-based nanodrug delivery systems.