Osteoarthritis and rheumatoid arthritis are rheumatic diseases for which a curative treatment does not currently exist. Their management is directed towards pain relief achieved with different classes of drugs among which non-steroidal and steroidal anti-inflammatory substances are the most frequently used agents. Nevertheless, the oral or systemic administration of such drugs is hindered by numerous side effects, which could be overcome by their intra-articular (i-a.) administration as dosage forms capable of gradually releasing the active substance. The present review article summarises the research done in the field of drug delivery systems for i-a. injection vs. current management of osteoarthritis or rheumatoid arthritis. Aspects such as the influence of size, shape, polymer matrix or targeted drug on the i-a. retention time, phagocytosis and biological activity will be discussed. Finally, we will comment on the need for adapted delivery systems for the novel and very potent anti-inflammatory drugs, such as inhibitors of the p38 mitogen-activated protein kinase or the IL-1beta conversion enzyme, which to date cannot be properly used due to the severe side effects associated with their systemic administration.