Cancer is one of the major causes of death worldwide. As a consequence, many different therapeutic approaches, including the use of glycosides as anticancer agents, have been developed. Various glycosylated natural products exhibit high activity against a variety of microbes and human tumors. In this review we classify glycosides according to the nature of their aglycone (non-saccharidic) part. Among them, we describe anthracyclines, aureolic acids, enediyne antibiotics, macrolide and glycopeptides presenting different strengths and mechanisms of action against human cancers. In some cases, the glycosidic residue is crucial for their activity, such as in anthracycline, aureolic acid and enediyne antibiotics; in other cases, Nature has exploited glycosylation to improve solubility or pharmacokinetic properties, as in the glycopeptides. In this review we focus our attention on natural glycoconjugates with anticancer properties. The structure of several of the carbohydrate moieties found in these conjugates and their role are described. The structure–activity relationship of some of these compounds, together with the structural features of their interaction with the biological targets, are also reported. Taken together, all this information is useful for the design of new potential anti-tumor drugs.