Alzheimer’s disease (AD) is a rapidly growing global concern associated with the accumulation of amyloid-β plaques and intracellular neurofibrillary tangles in the brain combined with a high acetylcholinesterase activity. AD diagnosis is usually made too late, when patients have an extensive neuronal death, and brain damage is irreversible. Several therapeutic targets have been defined mainly related to two hypotheses of AD: the tau hypothesis and the amyloid-β hypothesis. Here, we intend to investigate and to compare different therapeutic approaches for AD, mainly based on nanoparticles (NPs) targeted at the brain and at the pathological hallmarks of the disease. We analyzed preclinical trials that have successfully improved drug bioavailability in the brain by using targeted nanocarriers towards either tau, amyloid-β, or both. We then compared these trials to find out which protein is more efficient in therapeutic targeting. We found that the search for a cure was mostly based on the amyloid-β hypothesis, with Aβ dysplasia emerging as the most confirmed and convincing therapeutic target. Targeted NPs have proven useful to enhance both the bioavailability and the performance of therapies against AD in animal models. A better understanding of AD mechanisms will help the successful application of targeted NPs for combined therapies.