Nanotechnology has the potential to revolutionize drug delivery, but still faces some limitations. One of the main issues regarding conventional nanoparticles is their poor drug-loading and their early burst release. Thus, to overcome these problems, researchers have taken advantage of the host-guest interactions that drive some assemblies to form cage molecules able to strongly entrap their cargo and design new nanocarriers called cage nanoparticles. These systems can be classified into two categories: bioinspired nanosystems such as virus-like particles, ferritin, small heat shock protein: and synthetic host-guest supramolecular systems that require engineering to actually form supramolecular nanoassemblies. This review will highlight the recent advances in cage nanoparticles for drug delivery with a particular focus on their biomedical applications.