To get access to the replication site, small non-enveloped DNA viruses have to cross the cell membrane using a limited number of capsid proteins, which also protect the viral genome in the extracellular environment. Most of DNA viruses have to reach the nucleus to replicate. The capsid proteins involved in transmembrane penetration are exposed or released during endosomal trafficking of the virus. Subsequently, the conserved domains of capsid proteins interact with cellular membranes and ensure their efficient permeabilization. This review summarizes our current knowledge concerning the role of capsid proteins of small non-enveloped DNA viruses in intracellular membrane perturbation in the early stages of infection.