The physicochemical properties of nanoparticles play critical roles in regulating nano-bio interactions. Whereas the effects of the size, shape, and surface charge of nanoparticles on their biological performances have been extensively investigated, the roles of nanoparticle mechanical properties in drug delivery, which have only been recognized recently, remain the least explored. This review article provides an overview of the impacts of nanoparticle mechanical properties on cancer drug delivery, including (1) basic terminologies of the mechanical properties of nanoparticles and techniques for characterizing these properties; (2) current methods for fabricating nanoparticles with tunable mechanical properties; (3) in vitro and in vivo studies that highlight key biological performances of stiff and soft nanoparticles, including blood circulation, tumor or tissue targeting, tumor penetration, and cancer cell internalization, with a special emphasis on the underlying mechanisms that control those complicated nano-bio interactions at the cellular, tissue, and organ levels. The interesting research and findings discussed in this review article will offer the research community a better understanding of how this research field evolved during the past years and provide some general guidance on how to design and explore the effects of nanoparticle mechanical properties on nano-bio interactions. These fundamental understandings, will in turn, improve our ability to design better nanoparticles for enhanced drug delivery.