Nanoparticulate drug delivery systems (Nano-DDSs) have emerged as possible solution to the obstacles of anticancer drug delivery. However, the clinical outcomes and translation are restricted by several drawbacks, such as low drug loading, premature drug leakage and carrier-related toxicity. Recently, pure drug nano-assemblies (PDNAs), fabricated by the self-assembly or co-assembly of pure drug molecules, have attracted considerable attention. Their facile and reproducible preparation technique helps to remove the bottleneck of nanomedicines including quality control, scale-up production and clinical translation. Acting as both carriers and cargos, the carrier-free PDNAs have an ultra-high or even 100% drug loading. In addition, combination therapies based on PDNAs could possibly address the most intractable problems in cancer treatment, such as tumor metastasis and drug resistance. In the present review, the latest development of PDNAs for cancer treatment is overviewed. First, PDNAs are classified according to the composition of drug molecules, and the assembly mechanisms are discussed. Furthermore, the co-delivery of PDNAs for combination therapies is summarized, with special focus on the improvement of therapeutic outcomes. Finally, future prospects and challenges of PDNAs for efficient cancer therapy are spotlighted.