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Osteosarcoma (OS) is the most prevalent primary malignant bone tumor in children and adolescents, characterized by aggressive local invasion, early distant metastasis (predominantly lung metastasis), and poor prognosis. Conventional clinical regimens, mainly neoadjuvant chemotherapy combined with surgical resection, are limited by severe systemic toxicity, multidrug resistance, low tumor targeting, and unsatisfactory outcomes for metastatic OS, with the 5-year survival rate of metastatic patients remaining below 30%. Nanodrug delivery systems (NDDS) have emerged as a transformative strategy to address these bottlenecks by enabling targeted drug/gene delivery, controlled release, enhanced tumor accumulation, and reduced off-target effects. This review systematically summarizes the pathological characteristics and therapeutic dilemmas of OS, highlights recent advances in diverse NDDS including lipid nanoparticles, polymeric nanoparticles, carbon-based nanomaterials, extracellular vesicles, gold nanoparticles, and hydrogels for OS therapy, with a special focus on strategies to counteract lung metastasis. We further discuss the clinical translation challenges of NDDS in OS, especially pediatric-specific concerns, and propose future directions such as stimuli-responsive nanocarriers, biomimetic nanoparticles, combination therapy, and inhalable nanomedicines for pulmonary metastatic lesions. Overall, NDDS hold great promise to revolutionize OS treatment by improving therapeutic efficacy and safety, particularly in overcoming lung metastasis and chemoresistance.