Chemodynamic therapy (CDT) is a newly developed cancer-therapeutic modality that kills cancer cells by the highly toxic hydroxyl radical (˙OH) generated from the triggered Fenton/Fenton-like reactions in an acidic and HO-overproduced tumor microenvironment (TME). By taking the advantage of the TME-activated catalytic reaction, CDT enables a highly specific and minimally-invasive cancer treatment without external energy input, whose efficiency mainly depends on the reactant concentrations of both the catalytic ions and HO, and the reaction conditions (including pH, temperature, and amount of glutathione). Unfortunately, it suffers from unsatisfactory therapy efficiency for clinical application because of the limited activators (, mild acid pH and insufficient HO content) and overexpressed reducing substance in TME. Currently, various synergistic strategies have been elaborately developed to increase the CDT efficiency by regulating the TME, enhancing the catalytic efficiency of catalysts, or combining with other therapeutic modalities. To realize these strategies, the construction of diverse nanocarriers to deliver Fenton catalysts and cooperatively therapeutic agents to tumors is the key prerequisite, which is now being studied but has not been thoroughly summarized. In particular, nanocarriers that can not only serve as carriers but are also active themselves for therapy are recently attracting increasing attention because of their less risk of toxicity and metabolic burden compared to nanocarriers without therapeutic capabilities. These therapy-active nanocarriers well meet the requirements of an ideal therapy system with maximum multifunctionality but minimal components. From this new perspective, in this review, we comprehensively summarize the very recent research progress on nanocarrier-based systems for enhanced CDT and the strategies of how to integrate various Fenton agents into the nanocarriers, with particular focus on the studies of therapy-active nanocarriers for the construction of CDT catalysts, aiming to guide the design of nanosystems with less components and more functionalities for enhanced CDT. Finally, the challenges and prospects of such a burgeoning cancer-theranostic modality are outlooked to provide inspirations for the further development and clinical translation of CDT.