Caseins are recognized as safe for consumption, abundant, renewable and have high nutritional value. Casein molecules are found in different aggregation states and their multiple binding sites offer the potential for delivering biomolecules with nutritional and/or health benefits, such as vitamins, phytochemicals, fibers, lipids, minerals, proteins, peptides, and pharmaceutical compounds. In the present review, we highlight the interactions between caseins and food-derived bioactive molecules, with a special focus on the aggregation states of caseins and the techniques used to produce and study the particles used for delivering. Research on interactions between caseins-minerals and casein-pharmaceutical molecules are not included here. This review aims to support the development of new and innovative functional foods in which caseins can be used as designed delivery systems.