Classical targeting in cancer focuses on the development of chemical structures able to bind to protein pockets with enzymatic activity. Some of these molecules are designed to bind the ATP side of the kinase domain avoiding protein activation and the subsequent oncogenic activity. A further improvement of these agents relies on the generation of non-allosteric inhibitors that once bound are able to limit the kinase function by producing a conformational change at the protein and, therefore, augmenting the antitumoural potency. Unfortunately, not all oncogenic proteins have enzymatic activity and cannot be chemically targeted with these types of molecular entities. Very recently, exploiting the protein degradation pathway through the ubiquitination and subsequent proteasomal degradation of key target proteins has gained momentum. With this approach, non-enzymatic proteins such as Transcription Factors can be degraded. In this regard, we provide an overview of current applications of the PROteolysis TArgeting Chimeras (PROTACs) compounds for the treatment of solid tumours and ways to overcome their limitations for clinical development. Among the different constraints for their development, improvements in bioavailability and safety, due to an optimized delivery, seem to be relevant. In this context, it is anticipated that those targeting pan-essential genes will have a narrow therapeutic index. In this article, we review the advantages and disadvantages of the potential use of drug delivery systems to improve the activity and safety of PROTACs.