Human Immunodeficiency Virus (HIV) infection is still a major global problem, whose drug treatment consists of prophylactic prevention and antiretroviral combination therapy for better pharmacological efficacy and control of circulating virus. However, there are still pharmacological problems that need to be overcome, such as low aqueous solubility of drugs, toxicity, and low patient adherence. Drug delivery technologies can be used to overcome these barriers. This review summarized the latest drug delivery systems for HIV treatment. Initially, an overview of the current therapy was presented along with the problems it presents. Then, the latest drug delivery systems used to overcome the challenges imposed in conventional HIV therapy were discussed. Articles published in the last 10 years were reviewed to obtain information on the innovations brought to HIV treatment. Delivery systems can improve the physicochemical properties of antiretroviral drugs, causing greater aqueous solubility, stability, and cellular and membrane permeability, which was reflected in the greater bioavailability of these drugs. However, more stability studies and techniques development are still needed to allow industrial scaling for large-scale production of drugs that use these technologies.