Polyelectrolyte multilayered capsules (PEMUCs) obtained using the Layer-by-Layer (LbL) method have become powerful tools for different biomedical applications, which include drug delivery, theranosis or biosensing. However, the exploitation of PEMUCs in the biomedical field requires a deep understanding of the most fundamental bases underlying their assembly processes, and the control of their properties to fabricate novel materials with optimized ability for specific targeting and therapeutic capacity. This review presents an updated perspective on the multiple avenues opened for the application of PEMUCs to the biomedical field, aiming to highlight some of the most important advantages offered by the LbL method for the fabrication of platforms for their use in the detection and treatment of different diseases.