The field of drug delivery is advancing rapidly. By controlling the precise level and/or location of a given drug in the body, side effects are reduced, doses are lowered, and new therapies are possible. Nonetheless, substantial challenges remain for delivering specific drugs into specific cells. Computational methods to predict the binding and dynamics between drug molecule and its carrier are increasingly desirable to minimize the investment in drug design and development. Significant progress in computational simulation is making it possible to understand the mechanism of drug delivery. This review summarizes the computational methods and progress of four categories of drug delivery systems: dendrimers, polymer micelle, liposome and carbon nanotubes. Computational simulations are particularly valuable in designing better drug carriers and addressing issues that are difficult to be explored by laboratory experiments, such as diffusion, dynamics, etc.