The emerging area of gas-mediated cancer treatment has received widespread attention in the medical community. Featuring unique physical, chemical, and biological properties, nanomaterials can facilitate the delivery and controllable release of medicinal gases at tumor sites, and also serve as ideal platforms for the integration of other therapeutic modalities with gas therapy to augment cancer therapeutic efficacy. This review presents an overview of anti-cancer mechanisms of several therapeutic gases: nitric oxide (NO), hydrogen sulfide (H₂S), carbon monoxide (CO), oxygen (O₂), and hydrogen (H₂). Controlled release behaviors of gases under different endogenous and exogenous stimuli are also briefly discussed, followed by their synergistic effects with different therapeutic modes. Moreover, the potential challenges and future prospects regarding gas therapy based on nanomaterials are also described, aiming to facilitate the advancement of gas therapeutic nanomedicine in new frontiers for highly efficient cancer treatment.