According to UNAIDS, as there is still no effective vaccine against HIV, pre-exposure prophylasis (PrEP) is necessary to reduce its incidence. Sexual transmission rate is higher from men to women in developing countries and vertical transmission may also occur from mother to child. Hence, vaginal formulations are an interesting proposal for the protection of women, preventing the virus from infecting vagina through different mechanisms. Several drugs, such as Dapivirine, Tenofovir or Maraviroc, have been assessed and showed to be effective in this field. These microbicides are included in different dosage forms able to release the drug once in contact with the vaginal medium. Innovative excipients are being employed for the development of different systems trying to get an easier posology through control release and high comfortability, thus leading to a better compliance. In this line, several formulations have been developed and tested, such as rings, tablets, gels or films. Some of them are nowadays in clinical trials, such as a Tenofovir gel or a Dapivirine vaginal ring. The aim of this chapter is to synthetize the research and findings in the field of the development and assessment of vaginal formulations in the PrEP of HIV sexual transmission.