Stimuli-sensitive layer-by-layer (LbL) self-assembly systems have generated much interest among researchers worldwide due to the simplicity of the process by which they are produced and their numerous applications in drug delivery. LbL self-assembly systems involve simple alternative adsorption of oppositely charged polyelectrolytes on core materials and are thus considered to be promising tools for drug delivery and biosensing. Here, we discuss the latest findings from research into LbL systems, with special emphasis on drug delivery systems. This review highlights various stimuli-responsive LbL systems and their targeting and biosensory applications. For the convenience of readers, these stimuli-responsive LbL systems are classified as exogenous stimuli-responsive LbL systems and endogenous stimuli-responsive LbL systems.