The increasing need for drug delivery systems that improve specificity and activity and at the same time reduce toxicity to ensure maximum treatment safety has led to the development of a great variety of drug vectors. Carriers based on soft matter have particularly interesting characteristics. Herein we present the current standing of the research in this area, and focus on two main families, namely matrix systems and vesicles. We outline the structure, properties, and potential applications of these vectors, and discuss their main advantages and drawbacks in their synthesis.