Non-healing wounds cause hundreds of thousands of deaths every year, and result in large costs for society. A key reason for this is the prevalence of challenging bacterial infections, which may dramatically hinder wound healing. With resistance development among bacteria against antibiotics, this situation has deteriorated during the last couple of decades, pointing to an urgent need for new wound treatments. In particular, this applies to wound dressings able to combat bacterial infection locally in wounds and impaired skin, including those formed by bacteria resistant to conventional antibiotics. Within this context, antimicrobial peptides (AMPs) are currently receiving intense interest. AMPs are amphiphilic peptides, frequently net positively charged, and with a sizable fraction of hydrophobic amino acids. Through destabilization of bacterial membranes, neutralization of inflammatory lipopolysaccharides, and other mechanisms, AMPs can be designed for potent antimicrobial effects, also against antibiotics-resistant strains, and to provide immunomodulatory effects while simultaneously displaying low toxicity. While considerable attention has been placed on AMP optimization and clarification of their mode(s)-of-action, much less attention has been paid on efficient AMP delivery. Considering that AMPs are large molecules, net positively charged, amphiphilic, and susceptible to infection-mediated proteolytic degradation, efficient in vivo delivery of such peptides is, however, challenging and delivery systems needed for the realization of AMP-based therapeutics. In the present work, recent developments regarding AMP delivery systems for treatment of wounds and skin infections are discussed, with the aim to link results from physicochemical studies on, e.g., peptide loading/release, membrane interactions, and self-assembly, with those on the biological functional performance of AMP delivery systems in terms of antimicrobial effects, cell toxicity, inflammation, and wound healing.