Whey proteins are promising biopolymers for designing bioactive delivery systems due to their unique health -promoting attributes and the presence of multiple amino acid groups in architecture. Whey protein-based ve-hicles (WPVs) have become increasingly popular in applications ranging from food science to the biomedical realm. Apart from their low toxicity, biodegradability, and feasibility of physical/chemical modification, WPVs demonstrate prominent benefits, e.g., stimuli responsiveness and the ability to form well-defined aggregates, which make them promising polymer architectures for encapsulation of bioactive agents. WPVs offer readily available and biocompatible matrices for designing macromolecular vehicles, which can be loaded with active payload and offer target specificity by releasing cargos at the intended locus, in addition to promoting its bioavailability and (bio)stability. Of interest in this review are the recent advances of WPVs for the encapsula-tion, protection, and delivery of bioactive agents. We have emphasized the evolution, unique types (i.e., micro/ nanoparticles, hydrogels, electrospun fibers, composite films, emulsions, Pickering emulsions, conjugates/com-plexes, and nanotubes), and various traits of WPVs, which are core aspects in bioactive delivery and differ from previously published reviews. Challenges and controversies in application of WPVs plus the road ahead in the realm are also discussed in detail.