Cell-penetrating compounds are substances that enhance the cellular uptake of various molecular cargoes that do not easily cross the cellular membrane. The majority of cell-penetrating compounds described in the literature are cell-penetrating peptides (CPPs). This review summarizes the various structural types of cell-penetrating compounds, with the main focus on CPPs. The authors present a brief overview of the history of CPPs, discuss the various types of conjugation of CPPs to biologically active cargoes intended for cell internalization, examine the cell-entry mechanisms of CPPs, and report on the applications of CPPs in research and in preclinical and clinical studies.