Natural polysaccharides, due to their outstanding merits, have received more and more attention in the field of drug delivery systems. In particular, polysaccharides seem to be the most promising materials in the preparation of nanometeric carriers. This review relates to the newest developments in the preparation of polysaccharides-based nanoparticles. In this review, four mechanisms are introduced to prepare polysaccharides-based nanoparticles, that is, covalent crosslinking, ionic crosslinking, polyelectrolyte complex, and the self-assembly of hydrophobically modified polysaccharides.