RNA interference (RNAi) is a collection of small RNA-directed mechanisms that result in sequence-specific inhibition of gene expression. RNAi delivery has demonstrated promising efficacy in the treatment of genetic disorders in cancer. Although viral vectors are currently the most efficient systems for gene therapy, potent immunogenicity, mutagenesis, and the biohazards of viral vectors remain their major risks. Various non-viral delivery vectors have been developed to provide a safer approach for gene delivery, including polymers, peptides, liposomes, and nanoparticles. However, some concerns and challenges of these non-viral gene delivery approaches remain to be overcome. In this review, we summarize the recent progress in the development of non-viral systems delivering RNAi and the currently available preclinical and clinical data, and discuss the challenges and future directions in cancer therapy.