Tolerogenic dendritic cells (tolDCs) are a promising strategy to treat autoimmune diseases since they have the potential to re-educate and modulate pathological immune responses in an antigen-specific manner and, therefore, have minimal adverse effects on the immune system compared to conventional immunosuppressive treatments. TolDC therapy has demonstrated safety and efficacy in different experimental models of autoimmune disease, such as multiple sclerosis (MS), type 1 diabetes (T1D), and rheumatoid arthritis (RA). Moreover, data from phase I clinical trials have shown that therapy with tolDCs is safe and well tolerated by MS, T1D, and RA patients. Nevertheless, various parameters need to be optimized to increase tolDC efficacy. In this regard, one important parameter to be determined is the most appropriate route of administration. Several delivery routes, such as intravenous, subcutaneous, intraperitoneal, intradermal, intranodal, and intraarticular routes, have been used in experimental models as well as in phase I clinical trials. This review summarizes data obtained from preclinical and clinical studies of tolDC therapy in the treatment of MS, T1D, and RA and their animal models, as well as data from the context of cancer immunotherapy using mature peptide-loaded DC, and data from cell tracking experiments, to define the most appropriate route of tolDC administration in relation to the most feasible, safest, and effective therapeutic use.