RNA interference (RNAi) is an attractive phenomenon for practical use that specifically inhibits gene expression and is carried out by small double-stranded RNAs (dsRNAs) including small interfering RNA (siRNA) or short hairpin RNA (shRNA). In addition, RNAi is of great interest for clinical use to cure refractory diseases related to the expression of a specific gene. To achieve gene silencing in the body, a sufficient amount of dsRNA must be delivered and internalized into target cells. However, dsRNAs have a large molecular weight and net negative charge, which limits their membrane-permeating ability. Moreover, dsRNAs are rapidly degraded by endonucleses in the body. Therefore, for the efficient delivery of dsRNAs, many approaches based on drug delivery systems have been carried out. In this review, we focus on recent reports about the application of functional peptides and proteins designed for the efficient delivery of dsRNAs.