RNA interference provides a powerful technology for specific gene silencing. Therapeutic applications of small interfering RNA (siRNA) however require efficient vehicles for stable complexation and intracellular delivery. In order to enhance their cell delivery, short amphipathic peptides called cell-penetrating peptides (CPPs) have been intensively developed for the last two decades. In this context, the secondary amphipathic peptide CADY has shown to form stable siRNA complexes and to improve their cellular uptake independent of the endosomal pathway. In the present work, we have described the parameters influencing CADY nanoparticle formation (buffers, excipients, presence of serum, etc.), and have followed in details the CPP:siRNA self-assembly. Once optimal conditions were determined, we have compared the ability of seven different CADY analogues to form siRNA-loaded nanoparticles compared to CADY:siRNA. First of all, we were able to show by biophysical methods that structural polymorphism (α-helix) is an important prerequisite for stable nanoparticle formation independently of occurring sequence mutations. Luciferase assays revealed that siRNA complexed to CADY-K (shorter version) shows better knock-down efficiency on Neuro2a-Luc+ and B16-F10-Luc+ cells compared to CADY:siRNA. Altogether, CADY-K is an ideal candidate for further application especially with regards to ex vivo or in vivo applications.