Bone injuries and diseases constitute a burden both socially and economically, as the consequences of a lack of effective treatments affect both the patients’ quality of life and the costs on the health systems. This impended need has led the research community’s efforts to establish efficacious bone tissue engineering solutions. There has been a recent focus on the use of biomaterial-based nanoparticles for the delivery of therapeutic factors. Among the biomaterials being considered to date, calcium phosphates have emerged as one of the most promising materials for bone repair applications due to their osteoconductivity, osteoinductivity and their ability to be resorbed in the body. Calcium phosphate nanoparticles have received particular attention as non-viral vectors for gene therapy, as factors such as plasmid DNAs, microRNAs (miRNA) and silencing RNA (siRNAs) can be easily incorporated on their surface. Calcium phosphate nanoparticles loaded with therapeutic factors have also been delivered to the site of bone injury using scaffolds and hydrogels. This review provides an extensive overview of the current state-of-the-art relating to the design and synthesis of calcium phosphate nanoparticles as carriers for therapeutic factors, the mechanisms of therapeutic factors’ loading and release, and their application in bone tissue engineering.