The tailoring of the physical properties of semiconductor nanomaterials by strain has been gaining increasing attention over the last years for a wide range of applications such as electronics, optoelectronics and photonics. The ability to introduce deliberate strain fields with controlled magnitude and in a reversible manner is essential for fundamental studies of novel materials and may lead to the realization of advanced multi-functional devices. A prominent approach consists in the integration of active nanomaterials, in thin epitaxial films or embedded within carrier nanomembranes, onto Pb(Mg1/3Nb2/3)O3-PbTiO3-based piezoelectric actuators, which convert electrical signals into mechanical deformation (strain). In this review, we mainly focus on recent advances in strain-tunable properties of self-assembled InAs quantum dots embedded in semiconductor nanomembranes and photonic structures. Additionally, recent works on other nanomaterials like rare-earth and metal-ion doped thin films, graphene and MoS2 or WSe2 semiconductor two-dimensional materials are also reviewed. For the sake of completeness, a comprehensive comparison between different procedures employed throughout the literature to fabricate such hybrid piezoelectric-semiconductor devices is presented. Very recently, a novel class of micro-machined piezoelectric actuators have been demonstrated for a full control of in-plane stress fields in nanomembranes, which enables producing energy-tunable sources of polarization-entangled photons in arbitrary quantum dots. Future research directions and prospects are discussed.