Therapeutic conveyance into the brain is a cardinal requirement for treatment of diverse central nervous system (CNS) disorders and associated pathophysiology. Effectual shielding of the brain by the blood-brain barrier (BBB) sieves out major proportion of therapeutics with the exception of small lipophilic molecules. Various nano-delivery systems (NDS) provide an effective solution around this obstacle owing to their small size and targeting properties. To date, these systems have been used for several pre-clinical disease models including glioma, neurodegenerative diseases and psychotic disorders. An efficacy screen for these systems involves a test battery designed to probe into the multiple facets of therapeutic delivery. Despite their wide application in redressing various disease targets, the efficacy evaluation strategies for all can be broadly grouped into four modalities, namely: histological, bio-imaging, molecular and behavioural. This review presents a comprehensive insight into all of these modalities along with their strengths and weaknesses as well as perspectives on an ideal design for a panel of tests to screen brain nano-delivery systems.