Traditional methods of tumor therapy have many limitations. Thus, cancer nanomedicine is developing rapidly as a new treatment for tumors. In the past decade, the literature in this field has almost doubled every two years. However, the therapeutic nanoparticle (NP) platforms that have been approved for cancer treatment have not achieved the expected results in clinical application. Cancer nanomedicine still faces many obstacles and challenges. An abnormal cancer vascular system and a thick interstitial matrix can impose physiological barriers. As a result, drug delivery in tumor tissue depends mainly on diffusion. The diffusion efficiency of large NPs is poor; they are trapped around the blood vessels. Smallmolecule drug conjugates (SMDCs), miniaturized biologic drug conjugates (mBDCs), and small NPs can pass through this barrier. However, poor aggregation in tumors, easy elimination, and poor pharmacokinetics (PK) limit their therapeutic effects. In recent years, a selective new multistage delivery system was proposed to solve the challenge of infiltration. By incorporating smaller NPs or molecular drugs into large controlled-release particles for multistep delivery to tumors, we can make full use of the advantageous pharmacokinetics, the accumulation of large particles in the tumor, and the deep infiltration of small particles. In addition to changing the particle size, the multistage NP delivery system can also change the shape, charge, flexibility, and surface coating of the NPs to enhance penetration. Based on recent multistage delivery system research, this review expounds on the main direction of multistage delivery considering the ways in which large particles are triggered to release small particles.