In recent years, innovative drug nanocarriers have been developed to enhance stability, bioavailability, and provide sustained release. In this chapter, systems based on natural macromolecules, lipids, or polymeric/polyelectrolyte nanocapsules and their principal chemical and functional characteristics are described. Nano-vesicular systems are especially relevant in different fields. Particularly, a promising potential is offered by systems based on colloidal nanocapsules, that exhibit a typical core-shell structure in which the drug can be confined into the cavity or in the polymeric coating that surrounds it. Both the cavity and the active substance can be lipophilic or hydrophilic and in solid or liquid form depending on the materials and methods used, making these nanocapsules attractive carriers for drug delivery. In addition, a compilation of different methods and materials employed in the preparation of these nanosystems and a recent review of applications of lipid and polymeric nanocapsules have been made, focussing on the encapsulation of drugs.