Drug resistance to conventional antitumor drugs represents one of the major causes of treatment failure in patients affected by tumors. Two main types of drug resistance to anticancer drugs are found in tumors, namely intrinsic resistance, in which tumor cells are inherently resistant to chemotherapy, and acquired resistance, which results from previous drug exposure. Tumor cells resistant to a chemotherapeutic agent become cross-resistant to both similar and structurally unrelated classes of antitumor drugs, a biological mechanism known as multi drug resistance (MDR). Among the strategies considered to overcome MDR, nanovector-mediated drug administration represents an innovative and promising alternative. In this review, we report a number of nanovectors including polymer–drug conjugates, polymeric micelles, nanotubes, LbL nanocapsules, and silica and gold nanoparticles. These systems are designed for the efficient delivery of anthracyclines, vinca alkaloids, taxanes, and others drugs. The development of these nanovectos to specifically overcome MDR and their mechanisms of action are covered and discussed. Finally, we discuss challenges and opportunities for further development of nanodevices-based chemotherapies to circumvent MDR through the design of nanovectors for the delivery of multiple cargoes.