Uveal melanoma is the most common intraocular malignancy and arises from melanocytes in the choroid, ciliary body, or iris. The current eye-sparing treatment options include surgical treatment, plaque brachytherapy, proton beam radiotherapy, stereotactic photon radiotherapy, or photodynamic therapy. However, the efficacy of these methods is still unsatisfactory. This article reviews several possible new treatment options and their potential advantages in treating localized uveal melanoma. These methods may be based on the physical destruction of the cancerous cells by applying ultrasounds. Two examples of such an approach are High-Intensity Focused Ultrasound (HIFU)—a promising technology of thermal destruction of solid tumors located deep under the skin and sonodynamic therapy (SDT) that induces reactive oxygen species. Another approach may be based on improving the penetration of anti-cancer agents into UM cells. The most promising technologies from this group are based on enhancing drug delivery by applying electric current. One such approach is called transcorneal iontophoresis and has already been shown to increase the local concentration of several different therapeutics. Another technique, electrically enhanced chemotherapy, may promote drug delivery from the intercellular space to cells. Finally, new advanced nanoparticles are developed to combine diagnostic imaging and therapy (i.e., theranostics). However, these methods are mostly at an early stage of development. More advanced and targeted preclinical studies and clinical trials would be needed to introduce some of these techniques to routine clinical practice.