Dry eye disease affects a substantial segment of the word population with increasing frequency. It is a multifactorial disease of the ocular surface and tear film, which causes ocular discomfort, visual disturbances, and tear instability with potential damage to the cornea and conjunctiva. Because of its multifactorial etiology, the use of different pharmacological treatment for dry eye treatment has been proposed, which include anti-inflammatory molecules, lubricants or comfort agents, and secretagogues. However, in some cases these pharmacological approaches only relieve symptoms temporarily, and consequently, eye care professionals continue to have difficulties managing dry eye. To improve pharmacological therapy that allows a more efficient and long-term action, effective ocular drug delivery of the currently available drugs for dry eye treatment is required. Contact lenses are emerging as alternative ophthalmic drugs delivery systems that provide an increased residence time of the drug at the eye, thus leading to enhanced bioavailability and more convenient and efficacious therapy. In this article, we reviewed the different techniques used to prepare contact lens-based drug delivery systems and focused on articles that describe the delivery of compounds for dry eye treatment through contact lenses.