Gas therapy is the usage of certain gases with special therapeutic effects for the treatment of diseases. Hydrogen (H2), nitric oxide (NO), carbon monoxide (CO), and hydrogen sulfide (H2S) acting as gas signalling molecules are representative gases in cancer therapy. They act directly on mitochondria or nuclei to lead to cell apoptosis. They can also alleviate immuno-suppression in the tumour microenvironment and promote phenotype conversion of tumour-associated macrophages. Moreover, the combination of gas therapy and other traditional therapy methods can reduce side effects and improve therapeutic efficacy. Here, we discuss the roles of NO, CO, H2S and H2 in cancer biology. Considering the rapidly developing nanotechnology, gas-generating nanoplatforms which can achieve targeted delivery and controlled release were also discussed. Finally, we highlight the current challenges and future opportunities of gas-based cancer therapy.