Gemcitabine-Squalene (Gem-Sq) nanoparticles have been synthesized from the “squalenoylation” approach and have shown superior anticancer activities compared to those obtained with free Gem. However, their PEGylation, that is their coating with poly(ethylene glycol)-squalene (PEG-Sq) in order to increase their circulation time, has been unsuccessful, leading to colloidal disassembly. In addition, to the best of our knowledge, there is not functionalization strategy yet available to perform active targeting against cancer. During this PhD thesis, we have been looking for solutions to tackle these two important problems. After a littérature survey about the design of lipidic prodrug nanoparticles, in order to establish a pretty accurate picture of the domain, we have reported a synthetic approach towards multifunctional Sq-based nanoparticles (i.e., therapeutic, fluorescent and targeted), through the co-self-assembly of the different Sq-based materials; that is Rhodamine-Sq, Gem-Sq and Biotin-Sq. These nanoparticles have demonstrated a greater internalization into cancer cells and a greater therapeutic effect than non-functionalized Gem-Sq nanoparticles. In the next step, we have provided a solution to the PEGylation issue by synthetizing Gem-poly(squalenoyl methacrylate) macromolecular prodrugs. These materials have been prepared by controlled/living radical polymerization and especially the RAFT technique. The resulting nanoparticles exhibited significant anticancer activities against various cancer cells and can be successfully PEGylated by the addition of Sq-PEG during their formulation. Eventually, I have participated to the design of a new family of macromolecular prodrugs obtained from the growing of short polyisoprene (PI) chains from Gem, leading to Gem-PI nanoparticles after self-assembly of Gem-PI. The nanoparticles led to significant anticancer activity both in vitro and in vivo.