Advanced drug delivery systems are preferred for less administration frequency, fewer side effects, higher drug concentrations at pathological sites, and longer drug bioavailability. A general method to achieve better delivery is through encapsulation of drug inside carriers that are made of biocompatible and biodegradable materials. Self-assembled polymer based nanocapsules, polymer micelles, polymer–drug conjugate, and polymer implants are commonly used drug delivery systems either in under clinical trials or in the market. The encapsulation of the drug within the nanocapsules affects the absorption, distribution, and metabolism of the drug and can result in better treatment protocols that are more familiar to the patient and have shown significant outcomes in treating cancers and immunological diseases on molecular level. The paper highlights that polymeric nanocapsules made up by self-assembly process opening the new ways to enhance quality of life.