Recently, important advances in dosage formulations, therapeutic drug monitoring (TDM), and the emerging role of combined therapies have resulted in a substantial improvement in patients’ quality of life. Nevertheless, the increasing amounts of collected data and the non-linear nature of the underlying pharmacokinetic processes justify the development of mathematical models capable of predicting concentrations of a given administered drug and then adjusting the optimal dosage. Physical models of drug absorption and distribution and Bayesian forecasting have been used to predict blood concentrations, but their performance is not optimal and has given rise to the appearance of neural and kernel methods that could improve it. In this chapter, we present a complete review of neural and kernel models for TDM. All presented methods are theoretically motivated, and illustrative examples in real clinical problems are included.