Retinoids are a class of natural and synthetic compounds derived from vitamin A. They are involved in several biological processes like embryogenesis, reproduction, vision, growth, inflammation, differentiation, proliferation, and apoptosis. In light of their important functions, retinoids have been widely investigated for their therapeutic applications. Thus far, their use for the treatment of several types of cancer and skin disorders has been reported. However, these therapeutic agents present several limitations for their widespread clinical translatability, i.e., poor solubility and chemical instability in water, sensitivity to light, heat, and oxygen, and low bioavailability. These characteristics result in internalization into target cells and tissues only at low concentration and, consequently, at an unsatisfactory therapeutic dose. Furthermore, the administration of retinoids causes severe side-effects. Thus, in order to improve their pharmacological properties and circulating half-life, while minimizing their off-target uptake, various retinoids delivery systems have been recently developed. This review intends to provide examples of retinoids-loaded nano-delivery systems for cancer treatment. In particular, the use and the therapeutic results obtained by using fenretinide-loaded liposomes against neuroectodermal-derived tumors, such as melanoma, in adults, and neuroblastoma, the most common extra-cranial solid tumor of childhood, will be discussed.