Poly (alkylcyanoacrylate) [PACA] nanoparticles have been studied since the early 1980s as possible colloidal drug delivery systems. Several excellent general reviews have since been published on this subject. This review focuses on the use of the two different methods (encapsulation and sorption) for the entrapment of drugs and model compounds in PACA nanoparticles. The term encapsulation is used when the drug or model compound is added at the same time or before the monomer to the polymerization template. The term sorption is used when the compound is added after the polymerization has taken place. High drug entrapment can be achieved with both methods and the method of entrapment (encapsulation or sorption) should be chosen depending on the type of drug to be entrapped and the method of particle preparation (interfacial polymerization of a coarse emulsion or a microemulsion or micellar polymerization). The type, chain length, and amount of monomer used for the polymerization as well as possible interactions of the compound with the monomer during polymerization should also be considered in the choice of entrapment method and these can also influence the extent of encapsulation.