Standard drug delivery systems for cancer treatment usually comprise a device with a specific size and shape (depending on the type of cancer that has to be treated), which is composed by a biodegradable compound with a chemotherapeutic entrapped within it. This device should have a molecule (mainly a protein) bound to its surface to target only cancer cells. On the contrary, supercritical fluids (SCF) have been widely used in the pharmaceutical industry for creating drug delivery systems or for extracting drugs from natural sources. This review explains the potential of SCFs for cancer therapies by studying the current uses of the different high-pressure processes that can be useful for this medical treatment, such as the development of new drug delivery systems (with their drug release) or the extraction of chemotherapeutics from a vegetal matrix.