Cancer theragnostics is a novel approach that combines diagnostic imaging and radionuclide therapy. It is based on the use of a pair of radiopharmaceuticals, one optimized for positron emission tomography imaging through linkage to a proper radionuclide, and the other bearing an alpha- or beta-emitter isotope that can induce significant damage to cancer cells. In recent years, the use of theragnostics in nuclear medicine clinical practice has increased considerably, and thus investigation has focused on the identification of novel radionuclides that can bind to molecular targets that are typically dysregulated in different cancers. The major advantages of the theragnostic approach include the elimination of multi-step procedures, reduced adverse effects to normal tissues, early diagnosis, better predictive responses, and personalized patient care. This review aims to discuss emerging theragnostic molecules that have been investigated in a series of human malignancies, including gliomas, thyroid cancer, neuroendocrine tumors, cholangiocarcinoma, and prostate cancer, as well as potent and recently introduced molecular targets, like cell-surface receptors, kinases, and cell adhesion proteins. Furthermore, special reference has been made to copper radionuclides as theragnostic agents and their radiopharmaceutical applications since they present promising alternatives to the well-studied gallium-68 and lutetium-177.