The need to develop an insulin delivery system that can closely mimic physiologically induced changes in prandial insulin release has been a major research target since the discovery of insulin. The challenges facing existing insulin delivery systems, related to relatively slow pharmacokinetics and pharmacodynamics, have been further highlighted by rapid advances in diabetes technology and progress in artificial pancreas research. Despite the growing interest in alternative routes of insulin administration, the subcutaneous route remains—at least for now—the preferred route for insulin administration. In this article, we review efforts aimed at developing subcutaneously injected ultrafast-acting insulin and measures aimed at enhancing insulin absorption, focusing on local warming devices.