Cancer is most frequently treated with antineoplastic agents (ANAs) that are hazardous to patients undergoing chemotherapy and the healthcare workers who handle ANAs in the course of their duties. All aspects related to hazardous oncological drugs illustrate that the monitoring of ANAs is essential to minimize the risks associated with these drugs. Among all analytical techniques used to test ANAs, electrochemistry holds an important position. This review, for the first time, comprehensively describes the progress done in electrochemistry of ANAs by means of a variety of bare or modified (bio)sensors over the last four decades (in the period of 1982–2021). Attention is paid not only to the development of electrochemical sensing protocols of ANAs in various biological, environmental, and pharmaceutical matrices but also to achievements of electrochemical techniques in the examination of the interactions of ANAs with deoxyribonucleic acid (DNA), carcinogenic cells, biomimetic membranes, peptides, and enzymes. Other aspects, including the enantiopurity studies, differentiation between single-stranded and double-stranded DNA without using any label or tag, studies on ANAs degradation, and their pharmacokinetics, by means of electrochemical techniques are also commented. Finally, concluding remarks that underline the existence of a significant niche for the basic electrochemical research that should be filled in the future are presented.