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RNA interference is a convenient tool for modulating gene expression. The widespread application of RNA interference is made difficult because of the imperfections of the methods used for efficient target cell delivery of whatever genes are under study. One of the most convenient and efficient gene transfer and expression systems is based on the use of lentiviral vectors, which direct the synthesis of small hairpin RNAs (shRNAs), the precursors of siRNAs. The application of these systems enables one to achieve sustainable and long-term shRNA expression in cells. This review considers the adaptation of the processing of artificial shRNA to the mechanisms used by cellular microRNAs and simultaneous expression of several shRNAs as potential approaches for producing lentiviral vectors that direct shRNA synthesis. Approaches to using RNA interference for the treatment of cancer, as well as hereditary and viral diseases, are under active development today. The improvement made to the methods for constructing lentiviral vectors and the investigation into the mechanisms of processing of small interfering RNA allow one to now consider lentiviral vectors that direct shRNA synthesis as one of the most promising tools for delivering small interfering RNAs.