Current therapies for treating Glioblastoma (GB), and brain tumours in general, are inefficient and represent numerous challenges. In addition to surgical resection, chemotherapy and radiotherapy are presently used as standards of care. However, treated patients still face a dismal prognosis with a median survival below 15–18 months. Temozolomide (TMZ) is the main chemotherapeutic agent administered; however, intrinsic or acquired resistance to TMZ contributes to the limited efficacy of this drug. To circumvent the current drawbacks in GB treatment, a large number of classical and non-classical platinum complexes have been prepared and tested for anticancer activity, especially platinum (IV)-based prodrugs. Platinum complexes, used as alkylating agents in the anticancer chemotherapy of some malignancies, are though often associated with severe systemic toxicity (i.e., neurotoxicity), especially after long-term treatments. The objective of the current developments is to produce novel nanoformulations with improved lipophilicity and passive diffusion, promoting intracellular accumulation, while reducing toxicity and optimizing the concomitant treatment of chemo-/radiotherapy. Moreover, the blood–brain barrier (BBB) prevents the access of the drugs to the brain and accumulation in tumour cells, so it represents a key challenge for GB management. The development of novel nanomedicines with the ability to (i) encapsulate Pt-based drugs and pro-drugs, (ii) cross the BBB, and (iii) specifically target cancer cells represents a promising approach to increase the therapeutic effect of the anticancer drugs and reduce undesired side effects. In this review, a critical discussion is presented concerning different families of nanoparticles able to encapsulate platinum anticancer drugs and their application for GB treatment, emphasizing their potential for increasing the effectiveness of platinum-based drugs.