Drug delivery systems (DDS) are defined as methods by which drugs are delivered to desired tissues, organs, cells and subcellular organs for drug release and absorption through a variety of drug carriers. Its usual purpose to improve the pharmacological activities of therapeutic drugs and to overcome problems such as limited solubility, drug aggregation, low bioavailability, poor biodistribution, lack of selectivity, or to reduce the side effects of therapeutic drugs. During 2015–2018, significant progress in the research on drug delivery systems has been achieved along with advances in related fields, such as pharmaceutical sciences, material sciences and biomedical sciences. This review provides a concise overview of current progress in this research area through its focus on the delivery strategies, construction techniques and specific examples. It is a valuable reference for pharmaceutical scientists who want to learn more about the design of drug delivery systems.