This review focuses on the radiosensitization strategies that use high-Z nanoparticles. It does not establish an exhaustive list of the works in this field but rather propose constructive criticisms pointing out critical factors that could improve the nano-radiation therapy. Whereas most reviews show the chemists and/or biologists points of view, the present analysis is also seen through the prism of the medical physicist. In particular, we described and evaluated the influence of X-rays energy spectra using a numerical analysis. We observed a lack of standardization in preclinical studies that could partially explain the low number of translation to clinical applications for this innovative therapeutic strategy. Pointing out the critical parameters of high-Z nanoparticles radiosensitization, this review is expected to contribute to a larger preclinical and clinical development.