Small interfering RNAs (siRNAs) acting via RNA interference mechanisms are able to recognize a homologous mRNA sequence in the cell and induce its degradation. The main problems in the development of siRNA-based drugs for therapeutic use are the low efficiency of siRNA delivery to target cells and the degradation of siRNAs by nucleases in biological fluids. Various approaches have been proposed to solve the problem of siRNA delivery (e.g., viruses, cationic lipids, polymers, nanoparticles), but all have limitations for therapeutic use. One of the most promising approaches to solve the problem of siRNA delivery to target cells is bioconjugation; i.e., the covalent connection of siRNAs with biogenic molecules (lipophilic molecules, antibodies, aptamers, ligands, peptides, or polymers). Bioconjugates are "ideal nanoparticles" since they do not need a positive charge to form complexes, are less toxic, and are less effectively recognized by components of the immune system because of their small size. This review is focused on strategies and principles for constructing siRNA bioconjugates for use.