Photodynamic therapy is a therapeutic option to treat cancer and other diseases. PDT is used every day in dermatology, and recent developments in the treatment of glioblastoma, mesothelioma or prostate have demonstrated the efficacy of this modality. In order to improve the efficacy of PDT, different strategies are under development, such as the use of targeted PS or nanoparticles to improve selectivity and the design of light devices to better monitor the light dose. Due to the low penetration of light into tissue, another way to improve the efficacy of PDT to treat deep tumors is the use of upconversion NPs or bi-photon absorption compounds. These compounds can be excited in the red part of the spectrum. A relatively new approach, which we will call PDTX, is the use of X-rays instead of UV-visible light for deeper penetration into tissue. The principle of this technique will be described, and the state-of-art literature concerning this modality will be discussed. First, we will focus on various photosensitizers that have been used in combination with X-ray irradiation. To improve the efficacy of this modality, nanoparticles have been designed that allow the conversion of high-energy ionizing radiation into UV-visible light; these are potential candidates for the PDTX approach. They will be discussed at the end of this review.