Pyrimidine analogues can be considered as prodrugs, like their natural counterparts, they have to be activated within the cell. The intracellular activation involves several metabolic steps including sequential phosphorylation to its monophosphate, diphosphate and triphosphate. The intracellularly formed nucleotides are responsible for the pharmacological effects. This review provides a comprehensive overview of the clinical studies that measured the intracellular nucleotide concentrations of pyrimidine analogues in patients with cancer. The objective was to gain more insight into the parallels between the different pyrimidine analogues considering their intracellular pharmacokinetics. For cytarabine and gemcitabine, the intracellular pharmacokinetics have been extensively studied over the years. However, for 5-fluorouracil, capecitabine, azacitidine and decitabine, the intracellular pharmacokinetics was only very minimally investigated. This is probably owing to the fact that there were no suitable bioanalytical assays for a long time. Since the advent of suitable assays, the first exploratory studies indicate that the intracellular 5-fluorouracil, azacitidine and decitabine nucleotide concentrations are very low compared with the intracellular nucleotide concentrations obtained during treatment with cytarabine or gemcitabine. Based on their pharmacology, the intracellular accumulation of nucleotides appears critical to the cytotoxicity of pyrimidine analogues. However, not many clinical studies have actually investigated the relationship between the intracellular nucleotide concentrations in patients with cancer and the anti-tumour effect. Only for cytarabine, a relationship was demonstrated between the intracellular triphosphate concentrations in leukaemic cells and the response rate in patients with AML. Future clinical studies should show, for the other pyrimidine analogues, whether there is a relationship between the intracellular nucleotide concentrations and the clinical outcome of patients. Research that examined the intracellular pharmacokinetics of cytarabine and gemcitabine focused primarily on the saturation aspect of the intracellular triphosphate formation. Attempts to improve the dosing regimen of gemcitabine were aimed at maximising the intracellular gemcitabine triphosphate concentrations. However, this strategy does not make sense, as efficient administration also means that less gemcitabine can be administered before dose-limiting toxicities are achieved. For all pyrimidine analogues, a linear relationship was found between the dose and the plasma concentration. However, no correlation was found between the plasma concentration and the intracellular nucleotide concentration. The concentration–time curves for the intracellular nucleotides showed considerable inter-individual variation. Therefore, the question arises whether pyrimidine analogue therapy should be more individualised. Future research should show which intracellular nucleotide concentrations are worth pursuing and whether dose individualisation is useful to achieve these concentrations.