Long-acting injectable (LAI) biologics, composed of a biologically active pharmaceutical ingredient (API) combined with polymers that form microparticles, suspensions, or hydrogels, have recently emerged as a promising and transformative approach in immunopharmacology. These LAIs function as controlled-release drug delivery systems, administered parenterally into deep or lateral muscle tissue or subcutaneous fat. Following administration, the polymers gradually degrade, allowing the API to be released steadily within a therapeutic window lasting from several weeks to months. Compared with daily oral dosing, LAIs offer multiple advantages, including improved patient adherence, stabilized plasma drug levels with fewer peaks, reduced human error, and applicability in various psychophysical disorders. In recent years, significant investment by the biotechnology sector in biologic drug development has driven the increasing incorporation of biologic APIs and excipients in nanoformulations for novel LAI products. This next-generation class of LAIs may modify pharmacokinetics and injection site reactions, thereby influencing the histological and immunohistochemical characteristics of the long-lasting depot formed at the injection site. Consequently, a detailed evaluation of LAI formulations is crucial. Given the novelty and complexity of these therapies, assessing potential risks and implementing pre-market management strategies is essential. This review, therefore, provides a systematic evaluation of the toxicological and inflammatory responses associated with therapeutic LAI formulations in both rodent and non-rodent experimental models.