Immune-mediated diseases (IMDs) are chronic conditions that have an immune-mediated etiology. Clinically, these diseases appear to be unrelated, but pathogenic pathways have been shown to connect them. While inflammation is a common occurrence in the body, it may either stimulate a favorable immune response to protect against harmful signals or cause illness by damaging cells and tissues. Nanomedicine has tremendous promise for regulating inflammation and treating IMIDs. Various nanoparticles coated with nanotherapeutics have been recently fabricated for effective targeted delivery to inflammatory tissues. RNA interference (RNAi) offers a tremendous genetic approach, particularly if traditional treatments are ineffective against IMDs. In cells, several signaling pathways can be suppressed by using RNAi, which blocks the expression of particular messenger RNAs. Using this molecular approach, the undesirable effects of anti-inflammatory medications can be reduced. Still, there are many problems with using short-interfering RNAs (siRNAs) to treat IMDs, including poor localization of the siRNAs in target tissues, unstable gene expression, and quick removal from the blood. Nanotherapeutics have been widely used in designing siRNA-based carriers because of the restricted therapy options for IMIDs. In this review, we have discussed recent trends in the fabrication of siRNA nanodelivery systems, including lipid-based siRNA nanocarriers, liposomes, and cationic lipids, stable nucleic acid-lipid particles, polymeric-based siRNA nanocarriers, polyethylenimine (PEI)-based nanosystems, chitosan-based nanoformulations, inorganic material-based siRNA nanocarriers, and hybrid-based delivery systems. We have also introduced novel siRNA-based nanocarriers to control IMIDs, such as pulmonary inflammation, psoriasis, inflammatory bowel disease, ulcerative colitis, rheumatoid arthritis, etc. This study will pave the way for new avenues of research into the diagnosis and treatment of IMDs.