The treatment of urological cancers has been significantly improved in recent years. However, for the advanced stages of these cancers and/or for those developing resistance, novel therapeutic options need to be developed. Among the innovative strategies, the use of small interfering RNA (siRNA) seems to be of great therapeutic interest. siRNAs are double-stranded RNA molecules which can specifically target virtually any mRNA of pathological genes. For this reason, siRNAs have a great therapeutic potential for human diseases including urological cancers. However, the fragile nature of siRNAs in the biological environment imposes the development of appropriate delivery systems to protect them. Thus, ensuring siRNA reaches its deep tissue target while maintaining structural and functional integrity represents one of the major challenges. To reach this goal, siRNA-based therapies require the development of fine, tailor-made delivery systems. Polymeric nanoparticles, lipid nanoparticles, nanobubbles and magnetic nanoparticles are among nano-delivery systems studied recently to meet this demand. In this review, after an introduction about the main features of urological tumors, we describe siRNA characteristics together with representative delivery systems developed for urology applications; the examples reported are subdivided on the basis of the different delivery materials and on the different urological cancers.