Cell-penetrating peptides provide a highly promising strategy for intracellular drug delivery. One relevant clinical application of cell-penetrating peptides is cancer therapeutics. Peptide based delivery could increase the uptake of drugs in tumor cells and thereby increase the efficacy of the treatment, either of conventional small molecular drugs or oligonucleotide based therapeutics. This review is focused on the cancer applications of cell penetrating peptides as delivery systems; different aspects of drug loading, cargoes and delivery are discussed together with methods for targeted delivery, activatable cell-penetrating peptides and transducible agents coupled to cell-penetrating peptides.