The Human Immunodeficiency Virus (HIV) is a pandemic disease spreading very rapidly all over the world, causing approximately 15,000 or more new infections every day and the community acquiring sexually transmitted infections (STIs) is prone to easily acquire this HIV infections. The objective of the current review is to describe the comprehensiveness of the various advanced anti-HIV drug delivery systems and compounds that have been developed for targeting drugs to the macrophages, gastric mucosa and brain. Novel drug delivery system gives an opportunity to bypass the shortcomings related to the anti-retroviral treatment. It helps in addressing towards the complexity of dosage form development such as instability, insolubility and limited entrapment of the drugs. Several optional routes have been identified for the management of the ARV therapy which includes transdermal, mucosal (vaginal, rectal, buccal, etc.) and also lymphatic delivery, with the application of novel systems like nanoparticles, vesicular systems (liposomes, niosomes, ethosomes, emulsomes), micellar assemblies, etc. This review spotlights the prospectives of novel drug release systems used in preventing the transmission and treatment of retroviral infections.