The recent discovery of new potent therapeutic molecules which do not reach the clinic due to poor delivery and low bioavailability have made the delivery of molecules a keystone in therapeutic development. Several technologies have been designed to improve cellular uptake of therapeutic molecules, including CPPs (cell-penetrating peptides), which represent a new and innovative concept to bypass the problem of bioavailability of drugs. CPPs constitute very promising tools and have been successfully applied for in vivo. Two CPP strategies have been described to date; the first one requires chemical linkage between the drug and the carrier for cellular drug internalization, and the second is based on the formation of stable complexes with drugs, depending on their chemical nature. The Pep and MPG families are short amphipathic peptides, which form stable nanoparticles with proteins and nucleic acids respectively. MPG- and Pep-based nanoparticles enter cells independently of the endosomal pathway and efficiently deliver cargoes, in a fully biologically active form, into a large variety of cell lines, as well as in animal models. This review focuses on the structure—function relationship of non-covalent MPG and Pep-1 strategies, and their requirement for cellular uptake of biomolecules and applications in cultured cells and animal models.