Insufficient intake of beneficial food components into the human body is a major issue for many people. Among the strategies proposed to overcome this complication, colloid systems have been proven to offer successful solutions in many cases. The scientific community agrees that the production of colloid delivery systems is a good way to adequately protect and deliver nutritional components. In this review, we present the recent advances on bioactive phenolic compounds delivery mediated by colloid systems. As we are aware that this field is constantly evolving, we have focused our attention on the progress made in recent years in this specific field. To achieve this goal, structural and dynamic aspects of different colloid delivery systems, and the various interactions with two bioactive constituents, are presented and discussed. The choice of the appropriate delivery system for a given molecule depends on whether the drug is incorporated in an aqueous or hydrophobic environment. With this in mind, the aim of this evaluation was focused on two case studies, one representative of hydrophobic phenolic compounds and the other of hydrophilic ones. In particular, hydroxytyrosol was selected as a bioactive phenol with a hydrophilic character, while curcumin was selected as typical representative hydrophobic molecules.