In recent years, immunomodulatory therapies have attracted significant attention. This is because of the need to increase treatment specificity in the most diverse pathologies by activating the immune system and generating specific memory cells. One of the great challenges that arise for the development of immunomodulatory therapies is to ensure that the active component exerts its functions selectively, whether in a particular organ, tissue, or cell. In this context, nanoparticles (NPs) have become very useful tools, important for both the transport and controlled release of drugs. Their targeting ability allows them to transport drugs or immunomodulatory components to a specific site. Indeed, this is a fundamental characteristic of the success of many therapeutic strategies. In this way, numerous works are focused on the development of nanotools against tumor cells, in autoimmune diseases and allergies treatments, in tolerogenic vaccines design and to combat infections. This chapter attempts to describe the bases and foundations of some of these developments as well as their future importance.