One of the limitations in organ, tissue or cellular transplantations is graft rejection. To minimize or prevent this, recipients must make use of immunosuppressive drugs (IS) throughout their entire lives. However, its continuous use generally causes several side effects. Although some IS dose reductions and withdrawal strategies have been employed, many patients do not adapt to these protocols and must return to conventional IS use. Therefore, many studies have been carried out to offer treatments that may avoid IS administration in the long term. A promising strategy is cellular microencapsulation. The possibility of microencapsulating cells originates from the opportunity to use biomaterials that mimic the extracellular matrix. This matrix acts as a support for cell adhesion and the syntheses of new extracellular matrix self-components followed by cell growth and survival. Furthermore, by involving the cells in a polymeric matrix, the matrix acts as an immunoprotective barrier, protecting cells against the recipient’s immune system while still allowing essential cell survival molecules to diffuse bilaterally through the polymer matrix pores. In addition, this matrix can be associated with IS, thus diminishing systemic side effects. In this context, this review will address the natural biomaterials currently in use and their importance in cell therapy.