Breast cancer is one of the most frequently diagnosed tumors and the second leading cause of cancer death in women worldwide. The use of nanosystems specifically targeted to tumor cells (active targeting) can be an excellent therapeutic tool to improve and optimize current chemotherapy for this type of neoplasm, since they make it possible to reduce the toxicity and, in some cases, increase the efficacy of antineoplastic drugs. Currently, there are 14 nanomedicines that have reached the clinic for the treatment of breast cancer, 4 of which are already approved (Kadcyla®, Enhertu®, Trodelvy®, and Abraxane®). Most of these nanomedicines are antibody–drug conjugates. In the case of HER-2-positive breast cancer, these conjugates (Kadcyla®, Enhertu®, Trastuzumab-duocarmycin, RC48, and HT19-MMAF) target HER-2 receptors, and incorporate maytansinoid, deruxtecan, duocarmicyn, or auristatins as antineoplastics. In TNBC these conjugates (Trodelvy®, Glembatumumab-Vedotin, Ladiratuzumab-vedotin, Cofetuzumab-pelidotin, and PF-06647263) are directed against various targets, in particular Trop-2 glycoprotein, NMB glycoprotein, Zinc transporter LIV-1, and Ephrin receptor-4, to achieve this selective accumulation, and include campthotecins, calicheamins, or auristatins as drugs. Apart from the antibody–drug conjugates, there are other active targeted nanosystems that have reached the clinic for the treatment of these tumors such as Abraxane® and Nab-rapamicyn (albumin nanoparticles entrapping placlitaxel and rapamycin respectively) and various liposomes (MM-302, C225-ILS-Dox, and MM-310) loaded with doxorubicin or docetaxel and coated with ligands targeted to Ephrin A2, EPGF, or HER-2 receptors. In this work, all these active targeted nanomedicines are discussed, analyzing their advantages and disadvantages over conventional chemotherapy as well as the challenges involved in their lab to clinical translation. In addition, examples of formulations developed and evaluated at the preclinical level are also discussed.