Oligonucleotides (ONs) are synthetic fragments of nucleic acid designed to modulate the expression of target proteins. DNA-based ONs (antisense, antigene, aptamer or decoy) and more recently a new class of RNA-based ONs, the small interfering RNAs (siRNAs), have gained great attention for the treatment of different disease states, such as viral infections, inflammation, diabetes, and cancer. However, the development of therapeutic strategies based on ONs is hampered by their low bioavailability, poor intracellular uptake and rapid degradation in biological fluids. The use of a non-viral carrier can be a powerful tool to overcome these drawbacks. Lipid or polymer-based nanotechnologies can improve biological stability and cellular uptake of ONs, with possibility of tissue and/or cellular targeting. The use of polymeric devices can also produce a prolonged release of the ON, thus reducing the need of frequent administrations. This review summarizes advantages and issues related to the main non-viral vectors used for ON delivery.