Radiodynamic therapy (RDT), as an emerging cancer treatment method, has attracted attention due to its remarkable therapeutic efficacy using low-dose, high-energy radiation (such as X-rays) and has shown significant potential in cancer treatment. The RDT system typically consists of scintillators and photosensitizers (PSs). Scintillators absorb X-rays and convert them to visible light, activating nearby PSs to generate cytotoxic reactive oxygen species (ROS). Challenges faced by the two-component strategy, including low loading capacity and inefficient energy transfer, hinder its final effectiveness. In addition, the tumor microenvironment (TME) with hypoxia and immunosuppression limits the efficacy of RDTs. Recent advances introduce one-component RDT systems based on nanomaterials with high-Z metal elements, which effectively inhibit deep-seated tumors. These novel RDT systems exhibit immune enhancement and immune memory, potentially eliminating both primary and metastatic tumors. This review comprehensively analyzes recent advances in the rational construction of RDTs, exploring their mechanisms and application in the treatment of deep-seated tumors. Aimed at providing a practical resource for oncology researchers and practitioners, the review offers new perspectives for potential future directions in RDT research.