Drug and gene delivery to the central nervous system poses significant challenges to basic researchers and clinicians. The blood–brain barrier prevents most substances from reaching the desired target cells. Strategies for RNA interference (RNAi) have been proposed for certain neurological disorders in order to suppress a toxic protein and, therefore, stop neurodegeneration or slow disease progression. Nucleic acid delivery strategies have been employed in numerous models, demonstrating significant promise including the delivery of RNAi. However, delivery challenges for RNAi exist similar to those for drug and gene delivery platforms, such as the effective delivery to the region or regional areas of the brain and spinal cord affected in disease. Additionally, the persistence of RNAi may need to be long term. This review provides the reader with current data on challenges of RNAi delivery, with important considerations in the design of effective delivery strategies, which encompass nonviral and viral strategies.