Angiogenesis has always been the topic of major scientific interest in the field of malignant tumors. Nowadays, targeting angiogenesis has achieved success in various carcinomas by several mechanisms, including the use of anti-angiogenic small molecule receptor tyrosine kinase inhibitors (TKIs). The development of TKIs targeting pro-angiogenic receptors, mainly vascular endothelial growth factor receptor (VEGFR) family, have significantly improved the outcome of certain types of cancers, like renal cell carcinoma, hepatocellular carcinoma, and colorectal carcinoma. However, the general response rate is not very satisfactory. The particular toxicity profile and resistance to anti-angiogenic targeted agents are unavoidable, and no specific marker is available to screen responsive patients to TKIs for precision therapy. To date, about 11 anti-angiogenic TKIs with different binding capacities to angiogenic receptor tyrosine kinase have been approved for the treatment of patients with advanced cancers. This review presents all approved anti-angiogenic small molecule receptor TKIs so far with an emphasis on their indications and clinical efficacy. We also discuss the combination between TKIs and immune checkpoint blockade inhibitors based on the most recent exciting outcome in immunotherapy.