Since its discovery, insulin has been used as highly specific and effective therapeutic protein to treat type 1 diabetes and later was associated to oral antidiabetic agents in the treatment of type 2 diabetes. Generally, insulin is administered parenterally. Although this route is successful, it still has several limitations, such as discomfort, pain, lipodystrophy at the injection sites and peripheral hyperinsulinemia, which may be the cause of side effects and some complications. Thus, alternative routes of administration have been developed, namely, those based on nanotechnologies. Nanoparticles, made of synthetic or natural materials, have been shown to successfully overcome the inherent barriers for insulin stability, degradation, and uptake across the gastrointestinal tract and other mucosal membranes. This review describes some of the many attempts made to develop alternative and more convenient routes for insulin delivery.