Natural materials are anisotropic. Delivery systems occurring in nature, such as viruses, blood cells, pollen, and many others, do have anisotropy, while delivery systems made artificially are mostly isotropic. There is apparent complexity in engineering anisotropic particles or capsules with micron and submicron sizes. Nevertheless, some promising examples of how to fabricate particles with anisotropic shapes or having anisotropic chemical and/or physical properties are developed. Anisotropy of particles, once they face biological systems, influences their behavior. Internalization by the cells, flow in the bloodstream, biodistribution over organs and tissues, directed release, and toxicity of particles regardless of the same chemistry are all reported to be factors of anisotropy of delivery systems. Here, the current methods are reviewed to introduce anisotropy to particles or capsules, including loading with various therapeutic cargo, variable physical properties primarily by anisotropic magnetic properties, controlling directional motion, and making Janus particles. The advantages of combining different anisotropy in one entity for delivery and common problems and limitations for fabrication are under discussion.