Although siRNA consist in very promising therapeutics, their clinical development is limited by several biological barriers including low cellular permeability, poor stability and lack of tissue specificity. Therefore the Achilles' heel for siRNA-based therapy is directly related to the lack of efficient system to promote their delivery. During the last two decades, cell-penetrating peptides (CPPs) have been widely developed to enhance the cellular delivery of therapeutics. In this context we have elaborated a new strategy based on self-assembling peptide-based nanoparticles. The CADY peptide is a 20-residue secondary amphipathic peptide which is able to spontaneously self associate with siRNA with a strong affinity, by combining both electrostatic and hydrophobic interactions, to form stable nanoparticles. Investigations of both physico-chemical properties and cellular siRNA delivery revealed that the CADY/siRNA complexes were able to enter a wide variety of cell lines by a mechanism independent of any endocytotic pathway. In addition a deeper understanding of the self assembly of CADY molecules around siRNA leads to a "raspberry"-like nanoparticle architecture which provides new perspectives for the CADY/siRNA formulations. Finally the robustness of the biological response infers that peptide-based nanoparticle technology holds a strong promise for therapeutic applications. The present review deals with most of the biophysical characteristics as well as the cellular mechanism and cellular applications of CADY/siRNA nanoparticles.