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Lyophilization has been used to improve the long-term stability of polymeric nanoparticles for drug delivery applications, avoiding their instability in suspension. However, this dehydration process may induce stresses to nanoparticles, mitigated by the use of some excipients such as cryo- and lyoprotectants. Still, the lyophilization of polymeric nanoparticles is frequently based in empirical principles, without considering the physical–chemical properties of formulations and the engineering principles of lyophilization. Therefore, the optimization of formulations and the lyophilization cycle is crucial to obtain a good lyophilizate, and guarantee the preservation of nanoparticle stability. The proper characterization of the lyophilizate and nanoparticles has a great importance in achieving these purposes. This review updates the fundaments involved in the optimization procedures for lyophilization of polymeric nanoparticles, with the aim of obtaining the maximum stability of formulations. Different characterization methods to obtain and guarantee a good lyophilized product are also discussed. A special focus is given to encapsulated therapeutic proteins. Overall, this review is a contribution for the understanding of the parameters involved in the lyophilization of polymeric nanoparticles. This may definitely help future works to obtain lyophilized nanoparticles with good quality and with improved therapeutic benefits.