Traditional anti-cancer treatments are inefficient against glioblastoma, which remains one of the deadliest and most aggressive cancers. Nano-drugs could help to improve this situation by enabling: (i) an increase of anti-glioblastoma multiforme (GBM) activity of chemo/gene therapeutic drugs, notably by an improved diffusion of these drugs through the blood brain barrier (BBB), (ii) the sensibilization of radio-resistant GBM tumor cells to radiotherapy, (iii) the removal by surgery of infiltrating GBM tumor cells, (iv) the restoration of an apoptotic mechanism of GBM cellular death, (v) the destruction of angiogenic blood vessels, (vi) the stimulation of anti-tumor immune cells, e.g., T cells, NK cells, and the neutralization of pro-tumoral immune cells, e.g., Treg cells, (vii) the local production of heat or radical oxygen species (ROS), and (viii) the controlled release/activation of anti-GBM drugs following the application of a stimulus. This review covers these different aspects.