During the last decades the progresses of nanoscience and nanotechnology for biomedical application stimulated the transition from traditional drug delivery systems to the development of smart integrated nanosystems with stimuli-responsive characteristics. A wide range of smart integrated nanosystems have proven their effectiveness for various types of biomedical tasks, including stimuli-responsive liposomes, polymeric and metal nanoparticles, silica and hybrid (organic/inorganic) nanostructures. Moreover, these nano-platforms include the possibility to develop within the same nano-platform a diagnostic imaging system with the monitoring of the temporal evolution of the molecular response of a disease for each patient. This theranostic approach could enable the selection of the appropriate treatment therapy planning, thus paving the way for the modern approach of the personalized medicine. However, these nano-structured platforms present lack of toxicity assessment tests, and lack of experience between the pre-clinical and clinical studies, thus resulting in the huge difficulties to obtain regulatory and ethics approval. As a result, most of these relatively complex stimulus-sensitive/responsive nano-platforms are not currently approved for clinical use. In this article we review the main breakthroughs for the rational design of theranostic nano-systems for therapeutic treatment in nanomedicine. We also discuss the open questions with the aim of offering possible novel insights to overcame the critical issues which are still present when we want to translate theranostic approaches into the clinical practise.