Small interfering RNA (siRNA) has been chemically conjugated to a variety of bioactive molecules, lipids, polymers, peptides, and inorganic nanostructured materials to enhance their pharmacokinetic behavior, cellular uptake, target specificity, and safety. To efficiently deliver siRNAs to the target cells and tissues, many different siRNA bioconjugates were synthesized and characterized, and their gene silencing efficiencies were tested in vitro and in vivo. In this review, recent developments of siRNA bioconjugates are summarized.