The disadvantages of some conventional drugs, including their low bioavailability, poor targeting efficiency, and important side effects, have led to the rational design of drug delivery systems. In particular, the introduction of drug delivery systems is a potential approach to enhance the uptake of therapeutic agents and deliver them at the right time and in the right amount of concentration at the required site, as well as open new strategies for effective illness treatment. In this review, we provide a basic understanding of drug delivery systems with an emphasis on the use of cyclodextrin-, polymer- and surfactant-based delivery systems. These systems are very attractive because they are biocompatible and biodegradable nanomaterials with multifunctional components. We also provide some details on their design considerations and their use in a variety of medical applications by employing several routes of administration.