Oral sildenafil (SDF) is used to treat pulmonary arterial hypertension (PAH), and its bioavailability is approximately 40%. Several formulations of nano and microparticles (for pulmonary delivery) are being developed because it is possible to improve characteristics such as release time, bioavailability, dose, frequency, and even directly target the drug to the lungs. This review summarizes the latest SDF drug delivery systems for PAH and explains challenges related to the development, the preclinical, and the clinical studies. A scoping review was conducted by searching electronic databases including PubMed, Scopus, and Web of Science to identify studies published between 2001 and 2021. From 300 articles found, 31 met the inclusion criteria. This review identified colloidal formulations such as polymeric, lipid, and metal-organic framework nanoparticles. Strategies were determined to reach the deep airways such as polymeric microparticles, large porous microparticles, nanocomposites, and nano in microparticles. Finally, aspects related to toxicological, pharmacokinetics, and gaps in information for potential use in humans were discussed. SDF formulations are significant candidates for the treatment of PAH by inhalation. In summation, future preclinical studies are still required in large animals, as there is no particular formulation yet submitted to clinical studies.