Micro- and nano-scale systems have emerged as important tools for developing clinically useful drug delivery systems. In this tutorial review, we discuss the exploitation of biomacromolecules for this purpose, focusing on proteins, polypeptides, nucleic acids and polysaccharides and mixtures thereof as potential building blocks for novel drug delivery systems. We focus on the mechanisms of formation of micro- and nano-scale protein-based capsules and shells, as well as on the functionalization of such structures for use in targeted delivery of bioactive materials. We summarise existing methods for protein-based capsule synthesis and functionalization and highlight future challenges and opportunities for delivery strategies based on biomacromolecules.