Spinal drug delivery is a field of growing interest since many active drugs are more potent and safer when injected directly in intrathecal or epidural spaces. Most of the drugs injected in the spinal structures are used for the treatment of chronic diseases (pain, spasticity, cancer, etc.). Thus, many formulation strategies have been used these last twenty years in order to enhance the residence time after spinal drug delivery. This review focuses on the formulations sequestering the active drug in a vehicle with the aim of modifying its distribution and elimination and finally its duration of action. After analyzing the specificities of formulations designed for spinal drug delivery, applications referring to diffusion modifiers or depot dosage forms are then overviewed. The relation between performance and safety of these formulations and their interest in clinical practice is discussed.