Anti-vascular endothelial growth factors (anti-VEGF) have become the most common treatment modality for many retinal diseases. These include neovascular age-related macular degeneration (n-AMD), proliferative diabetic retinopathy (PDR) and retinal vein occlusions (RVO). However, these drugs are administered via intravitreal injections that are associated with sight-threatening complications. The most feared of these complications is endophthalmitis, a severe infection of the eye with extremely poor visual outcomes. Patients with retinal diseases typically have to undergo multiple injections before achieving the desired therapeutic effect. Each injection incurs the risk of the sight-threatening complications. As such, there has been great interest in developing sustained delivery platforms for anti-VEGF agents to the posterior segment of the eye. In recent years, there have been various strategies that have been conceptualised. These include non-biodegradable implants, nano-formulations and hydrogels. In this review, the barriers of drug delivery to the posterior segment of the eye will be explained. The characteristics of an ideal sustained delivery platform will then be discussed. Finally, the current available strategies will be analysed with the above-mentioned characteristics in mind to determine the advantages and disadvantages of each sustained drug delivery modality. Through the above, this review attempts to provide an overview of the sustained delivery platforms in their various phases of development.