Sonodynamic therapy (SDT) is a novel non-invasive treatment for cancer combining low-intensity ultrasound and sonosensitizers. SDT activates sonosensitizers through ultrasound, releasing energy and generating reactive oxygen species to kill tumor cells. Compared with traditional photodynamic therapy (PDT), SDT is a promising anti-cancer therapy with the advantages of better targeting, deeper tissue penetration, and higher focusing ability. With the development and broad application of nanomaterials, novel sonosensitizers with tumor-targeting specificity can deliver to deep tumors and enhance the tumor microenvironment. In this review, we first review the mechanisms of sonodynamic therapy. In addition, we also focus on the current types of sonosensitizers and the latest design strategies of nanomaterials in sonosensitizers. Finally, we summarize the combined strategy of sonodynamic therapy.