Repairing and regenerating damaged musculoskeletal tissues is one of the greatest challenges in regenerative medicine. Blood contains the essential ingredients to biologically engineer drug delivery devices that provide spatiotemporal control over the availability of a wide range of autologous agents, including small molecules, cytokines, and growth factors. This opinion article summarizes our current knowledge of blood-derived biological drug delivery therapies. The potential mechanisms that control protein release are discussed, along with the biological rationale and effects of their use in different relevant musculoskeletal tissues, including articular cartilage, bone, tendon, muscle, and nerve tissue injuries. Finally, we finally describe the current challenges facing the field and recent advances that should drive novel solutions for the musculoskeletal system.