Small interfering RNA (siRNA) drugs have been considered to treat various diseases in major organs. However, siRNA drugs developed for cancer therapy are hindered from proceeding to the clinic. To date, various delivery formulations have been developed from cationic lipids, polymers, and/or inorganic nanoparticles for systemic siRNA delivery to solid tumors. Most of these delivery vehicles do not generate small particle sizes and pharmacokinetics required for accumulation in target cancer cells compared with clinically tested anticancer drug-loaded polymeric micelles. This review describes the significance of small, long-circulating vehicles for efficient delivery of siRNA to cancer tissues via the enhanced permeability and retention (EPR) effect. We summarize recent biological evidence that supports the size effect of delivery vehicles in tumor microenvironments and introduce promising strategies for the construction of small vehicles with sizes of 10–50 nm. We then discuss the feasibility of these delivery vehicles with respect to translation to clinical trials.