Many biologically active compounds, including macromolecules that are used as various kinds of drugs, must be delivered to the interior of cell or organelles such as mitochondria or nuclei to achieve a therapeutic effect. However, very often, lipophilic cell membrane is impermeable for these molecules. A new method in the transport of macromolecules through the cell membrane is the one based on utilizing cell-penetrating peptides (CPPs). Invented 25 years ago, CPPs are currently the subject of intensive research in many laboratories all over the world. CPPs are short compounds comprising up to 30 amino acid residues, which penetrate the cell membrane but do not cause cell damage. Additionally, CPPs can transfer hydrophilic molecules (peptides, proteins, nucleic acids) which exceed their mass, and for which the cell membrane is generally impermeable. In this review, we concentrate on the cellular uptake mechanism of CPPs and a method of conjunction of CPPs to the transported molecules. We also highlight the potential of CPPs in delivering various kinds of macromolecules into cells, including compounds of therapeutic interest.