Chemotherapy suffers from some limitations such as poor bioavailability, rapid clearance from blood, poor cellular uptake, low tumor accumulation, severe side effects on healthy tissues and most importantly multidrug resistance (MDR) in cancer cells. Nowadays, a series of smart drug delivery system (DDS) based on amphiphilic drug conjugates (ADCs) has been developed to solve these issues, including polymer-drug conjugate (PDC), phospholipid-mimicking prodrugs, peptide-drug conjugates (PepDCs), pure nanodrug (PND), amphiphilic drug-drug conjugate (ADDC), and Janus drug-drug conjugate (JDDC). These ADCs can self-assemble into nanoparticles (NPs) or microbubbles (MBs) for targeted drug delivery by minimizing the net amount of excipients, realizing great goals, such as stealth behavior and physical integrity, high drug loading content, no premature leakage, long blood circulation time, fixed drug combination, and controlled drug-release kinetics. Besides, these self-assembled systems can be further used to load additional therapeutic agents and imaging contrast agents for combined therapy, personalized monitoring of in vivo tumor targeting, and the pharmacokinetics of drugs for predicting the therapeutic outcome. In this review, we will summarize the latest progress in the development of ADCs based combination chemotherapy and discuss the important roles for overcoming the tumor MDR.