Therapeutic oligonucleotides are promising technologies. Nevertheless, improvement of their efficacy is an important issue. Introducing this drug delivery system (DDS) makes for a great enhancement for delivery of oligonucleotides to targeted tissue or cells. The strategy of DDS for therapeutic oligonucleotides is divided into four categories, A) single piece of oligonucleotide, B) oligonucleotide-ligand conjugate, C) oligonucleotide-polymer conjugate, and D) nanoparticle. In this review we will describe those basic concepts, especially for the technology of conjugating ligand. In addition, we developed a new technology, heteroduplex oligonucleotide (HDO), binding ligand-molecule to antisense oligonucleotide indirectly. We also outline α-tocopherol (a natural isomer of vitamin E) conjugated HDO.