Self-assembling nanoparticles (SANPs) based on hyaluronic acid (HA) represent unique tools in cancer therapy because they combine the HA targeting activity towards cancer cells with the advantageous features of the self-assembling nanosystems, i.e., chemical versatility and ease of preparation and scalability. This review describes the key outcomes arising from the combination of HA and SANPs, focusing on nanomaterials where HA and/or HA-derivatives are inserted within the self-assembling nanostructure. We elucidate the different HA derivatization strategies proposed for this scope, as well as the preparation methods used for the fabrication of the delivery device. After showing the biological results in the employed in vivo and in vitro models, we discussed the pros and cons of each nanosystem, opening a discussion on which approach represents the most promising strategy for further investigation and effective therapeutic protocol development.