Preclinical screening with animal models is an important initial step in clinical translation of new drug delivery systems. However, establishing efficacy, biodistribution, and biotoxicity of complex, multicomponent systems in small animal models can be expensive and time-consuming. Zebrafish models represent an alternative for preclinical studies for nanoscale drug delivery systems. These models allow easy optical imaging, large sample size, and organ-specific studies, and hence an increasing number of preclinical studies are employing zebrafish models. In this review, we introduce various models and discuss recent studies of nanoscale drug delivery systems in zebrafish models. Also in the end, we proposed a guideline for the preclinical trials to accelerate the progress in this field.