Targeted radionuclide therapy has become increasingly prominent as a nuclear medicine subspecialty. For many decades, treatment with radionuclides has been mainly restricted to the use of iodine-131 in thyroid disorders. Currently, radiopharmaceuticals, consisting of a radionuclide coupled to a vector that binds to a desired biological target with high specificity, are being developed. The objective is to be as selective as possible at the tumor level, while limiting the dose received at the healthy tissue level. In recent years, a better understanding of molecular mechanisms of cancer, as well as the appearance of innovative targeting agents (antibodies, peptides, and small molecules) and the availability of new radioisotopes, have enabled considerable advances in the field of vectorized internal radiotherapy with a better therapeutic efficacy, radiation safety and personalized treatments. For instance, targeting the tumor microenvironment, instead of the cancer cells, now appears particularly attractive. Several radiopharmaceuticals for therapeutic targeting have shown clinical value in several types of tumors and have been or will soon be approved and authorized for clinical use. Following their clinical and commercial success, research in that domain is particularly growing, with the clinical pipeline appearing as a promising target. This review aims to provide an overview of current research on targeting radionuclide therapy.