Chitosan and lipid colloids have separately shown a growing interest in the field of drug delivery applications. Their success is mainly due to their interesting physicochemical behaviors, as well as their biological properties such as bioactivity and biocompatibility. While chitosan is a well-known cationic polysaccharide with the ability to strongly interact with drugs and biological matrices through mainly electrostatic interactions, lipid colloids are carriers particularly recognized for the drug vectorization. In recent years, the combination of both entities has been considered because it offers new systems which gather the advantages of each of them to efficiently deliver various types of bioactive species. The purpose of this review is to describe these associations between chemically-unmodified chitosan chains (solubilized or dispersed) and lipid colloids (as nanoparticles or organized in lipid layers), as well as their potential in the drug delivery area so far. Three assemblies have mainly been reported in the literature: i) lipid nanoparticles (solid lipid nanoparticles or nanostructured lipid carriers) coated with chitosan chains, ii) lipid vesicles covered with chitosan chains, and iii) chitosan chains structured in nanoparticles with a lipid coating. Their elaboration processes, their physicochemical characterization, and their biological studies are detailed and discussed herein. The different bioactive species (drugs and bio(macro)molecules) incorporated in these assemblies, their maximal incorporation efficiency, and their loading capacity are also presented. This review reveals the versatility of these assemblies. Depending on the organization of lipids (i.e., nanoparticles or vesicles) and the state of polymer chains (i.e., solubilized or dispersed under the form of nanoparticles), a large variety of drugs can be successfully incorporated, and various routes of administration can be considered.