Non-invasive drug delivery to the posterior segment of the eye represents an important unmet medical need, and trans-scleral delivery could be an interesting solution. This review analyses the possibility of trans-scleral drug delivery for high molecular weight compounds, such as proteins and genetic material, which currently represent the most innovative and efficacious molecules for the treatment of many diseases of the posterior segment of the eye. The paper reviews all the barriers, both static and dynamic, involved in trans-scleral administration of drugs, trying to elucidate the role of each of them in the specific case of macromolecules. Delivery systems to sustain drug release and enhancing strategies to improve trans-scleral penetration are also described. Finally, the review approaches the use of computational models as a screening tool to evaluate the feasibility of trans-scleral administration for macromolecules.