Nucleic acids represent a promising lead for engineering the immune system. However, naked DNA, mRNA, siRNA, and other nucleic acids are prone to enzymatic degradation and face challenges crossing the cell membrane. Therefore, increasing research has been recently focused on developing novel delivery systems that are able to overcome these drawbacks. Particular attention has been drawn to designing lipid and polymer-based nanoparticles that protect nucleic acids and ensure their targeted delivery, controlled release, and enhanced cellular uptake. In this respect, this review aims to present the recent advances in the field, highlighting the possibility of using these nanosystems for therapeutic and prophylactic purposes towards combatting a broad range of infectious, chronic, and genetic disorders.