RNA interference (RNAi) as a mechanism to selectively degrade mRNA (mRNA) expression has emerged as a potential novel approach for drug target validation and the study of functional genomics. Small interfering RNAs (siRNA) therapeutics has developed rapidly and already there are clinical trials ongoing or planned. Although other challenges remain, delivery strategies for siRNA become the main hurdle that must be resolved prior to the full-scale clinical development of siRNA therapeutics. This review provides an overview of the current delivery strategies for synthetic siRNA, focusing on the targeted, self-assembled nanoparticles which show potential to become a useful and efficient tool in cancer therapy.