External light sources, such as lasers, light emitting diodes (LEDs) and lamps, are widely applied in photodynamic therapy (PDT); however, their use is severely limited by the nature of shallow tissue penetration depth. The recent exploration of light delivery or local generation on tumor sites has attracted much attention, owing to the fact that these systems are significantly endowed with high tissue penetration. In this review, we briefly introduced the principle of "on-spot light generation or delivery systems" in PDT. These systems are divided into different categories: (1) implantable luminescence, (2) mechanoluminescence, (3) electrochemiluminescence, (4) Cerenkov luminescence, (5) chemiluminescence, and (6) bioluminescence. Finally, their applications, advantages, and disadvantages in PDT will be appropriately summarized and further discussed in detail. We believe that this review will provide general guidance for the further design of light generation or delivery systems and clinical studies for PDT-mediated cancer treatments with unparalleled merits.