The relation between the Seiberg-Witten prepotentials, Nekrasov functions and matrix models is discussed. The matrix models of Eguchi-Yang type are derived quasiclassically as describing the instantonic contribution to the deformed partition functions of supersymmetric gauge theories. The constructed explicitly exact solution for the case of conformal four-dimensional theory is studied in detail, and some aspects of its relation with the recently proposed logarithmic beta-ensembles are considered. We discuss also the "quantization" of this picture in terms of twodimensional conformal theory with extended symmetry, and stress its difference from common picture of perturbative expansion a la matrix models. Instead, the representation for Nekrasov functions in terms of conformal blocks or Whittaker vector suggests some nontrivial relation with Teichmüller spaces and quantum integrable systems.