Silicone and polyurethane are biocompatible materials used for the manufacture of implantable catheters, but are known to induce drug loss by sorption, causing potentially important clinical consequences. Despite this, their impact on the drugs infused through them is rarely studied, or they are studied individually and not part of a complete infusion setup. The aim of this work was to experimentally investigate the drug loss that these devices can cause, on their own and within a complete infusion setup. Paracetamol, diazepam, and insulin were chosen as models to assess drug sorption. Four commonly used silicone and polyurethane catheters were studied independently and as part of two different setups composed of a syringe, an extension set, and silicone or polyurethane implantable catheter. Simulated infusion through the catheter alone or through the complete setup were tested, at flowrates of 1 mL/h and 10 mL/h. Drug concentrations were monitored by liquid chromatography, and the silicone and polyurethane materials were characterized by ATR-IR spectroscopy and Zeta surface potential measurements. The losses observed with the complete setups followed the same trend as the losses induced individually by the most sorptive device of the setup. With the complete setups, no loss of paracetamol was observed, but diazepam and insulin maximum losses were respectively of 96.4 ± 0.9% and 54.0 ± 5.6%, when using a polyurethane catheter. Overall, catheters were shown to be the cause of some extremely high drug losses that could not be countered by optimizing the extension set in the setup.