The development of nano and micro delivery systems (DS), so small in size, is growing in importance, such as in drug targeting. In an era where nano is the new trend, micro and nano materials are in the forefront of progress. These systems can be produced by a diversity of methods. However, the use of high-intensity ultrasound offers an easy and versatile tool for nano- and microstructured materials that are often unavailable by conventional methods. Similarly to the synthesis methods that can be used, several starting materials can be applied to produce particulate systems. In this review, the recent strategic development of DS is discussed with emphasis on liposomes and polymer-based, specially protein-based, nanomedicine platforms for drug delivery. Among the variety of applications that materials in the particulate form can have, the control release of drugs is probably the most prominent one, as these have been in the forefront line of interest for biomedical applications. The basic concepts of sonochemical process pertaining to DS are summarized as well as the role of sonochemical procedure to their preparation. The different applications of these systems wrap up this review.