Small molecule drugs, including most chemotherapies, are rapidly degraded and/or eliminated from the body, which is why high doses of these drugs are necessary, potentially producing toxic effects. Several types of nanoparticles loaded with anti-cancer drugs have been designed to overcome the disadvantages of conventional therapies. Modified nanoparticles can circulate for a long time, thus improving the solubility and biodistribution of drugs. Furthermore, they also allow the controlled release of the payload once its target tissue has been reached. These mechanisms can reduce the exposure of healthy tissues to chemotherapeutics, since the drugs are only released in the presence of specific tumour stimuli. Overall, these properties can improve the effectiveness of treatments while reducing undesirable side effects. In this article, we review the recent advances in stimuli-responsive albumin, gold and magnetic nanostructures for controlled anti-cancer drug delivery. These nanostructures were designed to release drugs in response to different internal and external stimuli of the cellular environment, including pH, redox, light and magnetic fields. We also describe various examples of applications of these nanomaterials. Overall, we shed light on the properties, potential clinical translation and limitations of stimuli-responsive nanoparticles for cancer treatment.