Nanocarriers can be used to deliver insoluble anticancer drugs to optimize therapeutic efficacy. However, the potential toxicity of nanocarriers cannot be ignored. Carrier-free nanodrugs are emerging safe drug delivery systems, which are composed of multiple components, such as drugs, bioactive molecules and functional ingredients, avoiding the usage of inert carrier materials and offering advantages that include high drug loading, low toxicity, synergistic therapy, versatile design, and easy surface functionalization. Therefore, how to design multicomponent carrier-free nanodrugs is becoming a priority. In this review, the common strategies for rapid construction of multicomponent carrier-free nanodrugs are briefly explored from the perspective of methodology. The properties of organic-organic, organic-inorganic and inorganic-inorganic multiple carrier-free nanosystems are analyzed according to wettability and in-depth understanding is provided. Further advances in the applications of multiple carrier-free nanodrugs are outlined in anticipation of grasping the intrinsic nature for the design and development of carrier-free nanodrugs.