As of now, more than 15 oligonucleotide drugs, primarily small interfering RNAs and antisense oligonucleotide classes, have been approved by the US FDA for therapeutic use, and many more are under clinical trials. However, safe and effective delivery of the oligonucleotide-based drugs to the target tissue still remains a major challenge. For enhanced plasma half-life, effective endosomal release, and other multiple functionalities, various carrier molecules have been used over the years. The successful therapeutic application of antibody-drug conjugates has made antibodies a popular choice for the delivery of oligonucleotide payloads into the target tissues. Single-chain variable domains of heavy chain antibodies (nanobodies) have proven a promising alternative to antibodies in recent years due to their small size, high affinity for the target, cell-penetrating potency, simple and easy production. The present review highlights the oligonucleotide drug types and their conjugation with nanobodies called NucleoBodies for effective targeted delivery, detection and diagnostics.