Nutraceuticals are an emerging food category defined as food or parts of food that provide medical or health benefits, including the prevention and treatment of disease. The potential disease prevention and health promotion of many nutraceuticals are not fully realized because they are susceptible to the changes in the external environment and the gastrointestinal tract environment. Consequently, the great potential of nanoscale delivery systems in the nutraceutical industry is being rapidly established, especially in the encapsulation, protection, and delivery of nutraceuticals. This article first introduces the challenges of incorporating nutraceuticals into foods. Then, various nanoscale delivery systems (nanoemulsions, nanoliposomes, polymer nanoparticles, solid lipid nanoparticles, nanostructured lipid carriers, and nanosuspension) including their advantages and disadvantages, preparation, characterization, and application are described. Finally, the safety and future trends of nanoscale delivery are discussed.