Peptides and proteins have been investigated as promising therapeutic agents over the past decade. These macromolecules are conventionally administered by the parenteral route because oral delivery is associated with degradation in the gastrointestinal tract. Transdermal delivery presents a promising alternative route of drug delivery, avoiding pain associated with parenteral administration and degradation issues associated with oral delivery. However, the barrier properties of skin limit delivery to only small, moderately lipophilic molecules. Hence, hydrophilic macromolecules like peptides and proteins cannot passively permeate across skin. Active physical enhancement approaches such as iontophoresis electroporation, microneedles treatment, and sonophoresis have been developed to assist transdermal delivery of peptides and proteins. This review describes active physical transdermal enhancement approaches for transdermal delivery of peptides and proteins. The mechanisms associated with each technique and important parameters governing transdermal delivery of peptides and proteins are discussed in detail. Combinations of enhancement techniques for synergistic enhancement in protein and peptide delivery are also discussed.