In recent years, natural blood components have been extensively studied as the advanced therapeutic delivery systems. The blood components which can potentially be used as the therapeutic delivery systems include different types of cells, such as erythrocytes and lymphocytes, macromolecular complexes such as lipoproteins and antibody or albumin conjugates and other molecules. This review article covers the progress in this topic, specifically, including the safety issues and the utilization of these component. It can be seen through the literature that the blood components as the therapeutic delivery systems have a number of advantages over traditional pharmaceutical products. The efficacy and practice of the applications, however, require significant amount of development work in the near future.