Glaucoma constitutes the second cause of blindness worldwide and it is considered a neurodegenerative disorder. In this sense, Alzheimer’s disease, which is the most common type of dementia, also causes neurodegeneration. The association between both diseases remains unknown although it has been hypothesised that a possible connection might exist and it will be analysed throughout the review. In this sense, nanoparticulate systems and specially, lipid nanoparticles could be the key for effective neuroprotection. Lipid nanoparticles are the most recent type of drug nanoparticulate systems. These nanoparticles have shown great potential to encapsulate hydrophobic drugs increasing their bioavailability and being able to deliver them to the target tissue. In addition, they have shown great potential for ocular drug delivery. This review explores the most recent strategies employing lipid nanoparticles for AD and glaucoma.