There is no effective therapy against COVID-19 available so far. In the last months, different drugs have been tested as potential treatments for COVID-19, exhibiting high toxicity and low efficacy. Therefore, nanotechnology can be applied to improve the therapeutic action and minimize the toxicity of loaded drugs. In this review, we summarized the drugs tested as COVID-19 treatment and the advantages of antiviral nanostructured drug-delivery systems. Such systems have demonstrated low in vitro toxicity with better in vitro antiviral activity than free drugs. We believe that this approach should inspire novel nanostructured drug-delivery systems developments to find efficient COVID-19 treatments. Here, we discuss the remaining challenges for such promising nanosystems to be approved for clinical use.